CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 400-0 396-6 -3-2 -0.8% 396-0
High 403-0 399-6 -3-2 -0.8% 397-0
Low 400-0 396-2 -3-6 -0.9% 387-2
Close 401-2 396-4 -4-6 -1.2% 390-6
Range 3-0 3-4 0-4 16.7% 9-6
ATR 5-7 5-6 0-0 -1.0% 0-0
Volume 3,822 7,681 3,859 101.0% 14,540
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 408-0 405-6 398-3
R3 404-4 402-2 397-4
R2 401-0 401-0 397-1
R1 398-6 398-6 396-7 398-1
PP 397-4 397-4 397-4 397-2
S1 395-2 395-2 396-1 394-5
S2 394-0 394-0 395-7
S3 390-4 391-6 395-4
S4 387-0 388-2 394-5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 420-7 415-5 396-1
R3 411-1 405-7 393-3
R2 401-3 401-3 392-4
R1 396-1 396-1 391-5 393-7
PP 391-5 391-5 391-5 390-4
S1 386-3 386-3 389-7 384-1
S2 381-7 381-7 389-0
S3 372-1 376-5 388-1
S4 362-3 366-7 385-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 387-2 15-6 4.0% 3-0 0.8% 59% False False 4,469
10 403-0 385-0 18-0 4.5% 2-7 0.7% 64% False False 5,280
20 403-0 378-0 25-0 6.3% 3-3 0.8% 74% False False 4,737
40 445-0 378-0 67-0 16.9% 3-3 0.8% 28% False False 4,268
60 445-0 378-0 67-0 16.9% 4-2 1.1% 28% False False 3,513
80 445-0 378-0 67-0 16.9% 4-5 1.2% 28% False False 3,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 414-5
2.618 408-7
1.618 405-3
1.000 403-2
0.618 401-7
HIGH 399-6
0.618 398-3
0.500 398-0
0.382 397-5
LOW 396-2
0.618 394-1
1.000 392-6
1.618 390-5
2.618 387-1
4.250 381-3
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 398-0 396-2
PP 397-4 396-1
S1 397-0 395-7

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

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