CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 383-6 387-0 3-2 0.8% 394-4
High 384-4 387-0 2-4 0.7% 394-4
Low 383-6 387-0 3-2 0.8% 383-6
Close 384-2 387-4 3-2 0.8% 384-2
Range 0-6 0-0 -0-6 -100.0% 10-6
ATR 6-2 6-0 -0-2 -4.0% 0-0
Volume 3,920 3,955 35 0.9% 18,160
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 387-1 387-3 387-4
R3 387-1 387-3 387-4
R2 387-1 387-1 387-4
R1 387-3 387-3 387-4 387-2
PP 387-1 387-1 387-1 387-1
S1 387-3 387-3 387-4 387-2
S2 387-1 387-1 387-4
S3 387-1 387-3 387-4
S4 387-1 387-3 387-4
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 419-6 412-6 390-1
R3 409-0 402-0 387-2
R2 398-2 398-2 386-2
R1 391-2 391-2 385-2 389-3
PP 387-4 387-4 387-4 386-4
S1 380-4 380-4 383-2 378-5
S2 376-6 376-6 382-2
S3 366-0 369-6 381-2
S4 355-2 359-0 378-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 394-4 383-6 10-6 2.8% 2-6 0.7% 35% False False 3,387
10 400-4 383-6 16-6 4.3% 2-2 0.6% 22% False False 3,992
20 445-0 383-6 61-2 15.8% 3-3 0.9% 6% False False 4,348
40 445-0 383-6 61-2 15.8% 4-0 1.0% 6% False False 3,085
60 445-0 383-6 61-2 15.8% 4-6 1.2% 6% False False 2,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 387-0
2.618 387-0
1.618 387-0
1.000 387-0
0.618 387-0
HIGH 387-0
0.618 387-0
0.500 387-0
0.382 387-0
LOW 387-0
0.618 387-0
1.000 387-0
1.618 387-0
2.618 387-0
4.250 387-0
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 387-3 387-1
PP 387-1 386-6
S1 387-0 386-3

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

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