CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 497-0 492-0 -5-0 -1.0% 460-0
High 497-4 497-0 -0-4 -0.1% 479-4
Low 492-0 489-6 -2-2 -0.5% 459-6
Close 495-2 496-0 0-6 0.2% 478-2
Range 5-4 7-2 1-6 31.8% 19-6
ATR 10-2 10-0 -0-2 -2.1% 0-0
Volume 149,036 159,827 10,791 7.2% 883,495
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 516-0 513-2 500-0
R3 508-6 506-0 498-0
R2 501-4 501-4 497-3
R1 498-6 498-6 496-5 500-1
PP 494-2 494-2 494-2 495-0
S1 491-4 491-4 495-3 492-7
S2 487-0 487-0 494-5
S3 479-6 484-2 494-0
S4 472-4 477-0 492-0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 531-6 524-6 489-1
R3 512-0 505-0 483-5
R2 492-2 492-2 481-7
R1 485-2 485-2 480-0 488-6
PP 472-4 472-4 472-4 474-2
S1 465-4 465-4 476-4 469-0
S2 452-6 452-6 474-5
S3 433-0 445-6 472-7
S4 413-2 426-0 467-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 497-4 468-0 29-4 5.9% 8-6 1.8% 95% False False 182,866
10 497-4 443-4 54-0 10.9% 9-3 1.9% 97% False False 183,706
20 497-4 415-4 82-0 16.5% 8-5 1.7% 98% False False 171,684
40 497-4 375-6 121-6 24.5% 9-5 1.9% 99% False False 161,200
60 497-4 343-2 154-2 31.1% 8-7 1.8% 99% False False 145,762
80 497-4 343-2 154-2 31.1% 8-1 1.6% 99% False False 123,688
100 497-4 343-2 154-2 31.1% 7-7 1.6% 99% False False 109,389
120 497-4 343-2 154-2 31.1% 7-4 1.5% 99% False False 97,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 527-6
2.618 516-0
1.618 508-6
1.000 504-2
0.618 501-4
HIGH 497-0
0.618 494-2
0.500 493-3
0.382 492-4
LOW 489-6
0.618 485-2
1.000 482-4
1.618 478-0
2.618 470-6
4.250 459-0
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 495-1 493-5
PP 494-2 491-2
S1 493-3 488-7

These figures are updated between 7pm and 10pm EST after a trading day.

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