CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 387-0 391-0 4-0 1.0% 394-4
High 387-0 395-0 8-0 2.1% 394-4
Low 387-0 391-0 4-0 1.0% 383-6
Close 387-4 394-0 6-4 1.7% 384-2
Range 0-0 4-0 4-0 10-6
ATR 6-0 6-1 0-1 1.7% 0-0
Volume 3,955 3,304 -651 -16.5% 18,160
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 405-3 403-5 396-2
R3 401-3 399-5 395-1
R2 397-3 397-3 394-6
R1 395-5 395-5 394-3 396-4
PP 393-3 393-3 393-3 393-6
S1 391-5 391-5 393-5 392-4
S2 389-3 389-3 393-2
S3 385-3 387-5 392-7
S4 381-3 383-5 391-6
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
5 395-0 383-6 11-2 2.9% 2-2 0.6% 91% True False 3,498
10 399-0 383-6 15-2 3.9% 2-2 0.6% 67% False False 3,774
20 445-0 383-6 61-2 15.5% 3-5 0.9% 17% False False 4,338
40 445-0 383-6 61-2 15.5% 4-0 1.0% 17% False False 3,140
60 445-0 383-6 61-2 15.5% 4-5 1.2% 17% False False 2,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 412-0
2.618 405-4
1.618 401-4
1.000 399-0
0.618 397-4
HIGH 395-0
0.618 393-4
0.500 393-0
0.382 392-4
LOW 391-0
0.618 388-4
1.000 387-0
1.618 384-4
2.618 380-4
4.250 374-0
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 393-5 392-4
PP 393-3 390-7
S1 393-0 389-3

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

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