CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 405-0 403-4 -1-4 -0.4% 444-6
High 409-6 403-4 -6-2 -1.5% 444-6
Low 405-0 398-0 -7-0 -1.7% 398-0
Close 408-2 399-0 -9-2 -2.3% 399-0
Range 4-6 5-4 0-6 15.8% 46-6
ATR 7-5 7-7 0-1 2.4% 0-0
Volume 9,518 4,064 -5,454 -57.3% 26,240
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 416-5 413-3 402-0
R3 411-1 407-7 400-4
R2 405-5 405-5 400-0
R1 402-3 402-3 399-4 401-2
PP 400-1 400-1 400-1 399-5
S1 396-7 396-7 398-4 395-6
S2 394-5 394-5 398-0
S3 389-1 391-3 397-4
S4 383-5 385-7 396-0
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 554-1 523-3 424-6
R3 507-3 476-5 411-7
R2 460-5 460-5 407-5
R1 429-7 429-7 403-2 421-7
PP 413-7 413-7 413-7 410-0
S1 383-1 383-1 394-6 375-1
S2 367-1 367-1 390-3
S3 320-3 336-3 386-1
S4 273-5 289-5 373-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 444-6 398-0 46-6 11.7% 6-0 1.5% 2% False True 5,248
10 445-0 398-0 47-0 11.8% 4-4 1.1% 2% False True 4,703
20 445-0 398-0 47-0 11.8% 3-7 1.0% 2% False True 2,985
40 445-0 398-0 47-0 11.8% 5-0 1.3% 2% False True 2,681
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 426-7
2.618 417-7
1.618 412-3
1.000 409-0
0.618 406-7
HIGH 403-4
0.618 401-3
0.500 400-6
0.382 400-1
LOW 398-0
0.618 394-5
1.000 392-4
1.618 389-1
2.618 383-5
4.250 374-5
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 400-6 405-1
PP 400-1 403-1
S1 399-5 401-0

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

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