CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 391-0 391-4 0-4 0.1% 394-4
High 395-0 391-4 -3-4 -0.9% 394-4
Low 391-0 382-2 -8-6 -2.2% 383-6
Close 394-0 382-6 -11-2 -2.9% 384-2
Range 4-0 9-2 5-2 131.3% 10-6
ATR 6-1 6-4 0-3 6.5% 0-0
Volume 3,304 5,021 1,717 52.0% 18,160
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 413-2 407-2 387-7
R3 404-0 398-0 385-2
R2 394-6 394-6 384-4
R1 388-6 388-6 383-5 387-1
PP 385-4 385-4 385-4 384-6
S1 379-4 379-4 381-7 377-7
S2 376-2 376-2 381-0
S3 367-0 370-2 380-2
S4 357-6 361-0 377-5
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
5 395-0 382-2 12-6 3.3% 3-3 0.9% 4% False True 3,982
10 399-0 382-2 16-6 4.4% 2-5 0.7% 3% False True 3,815
20 445-0 382-2 62-6 16.4% 4-0 1.0% 1% False True 4,315
40 445-0 382-2 62-6 16.4% 4-0 1.0% 1% False True 3,232
60 445-0 382-2 62-6 16.4% 4-6 1.2% 1% False True 2,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 430-6
2.618 415-6
1.618 406-4
1.000 400-6
0.618 397-2
HIGH 391-4
0.618 388-0
0.500 386-7
0.382 385-6
LOW 382-2
0.618 376-4
1.000 373-0
1.618 367-2
2.618 358-0
4.250 343-0
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 386-7 388-5
PP 385-4 386-5
S1 384-1 384-6

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

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