CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 372-6 370-6 -2-0 -0.5% 367-6
High 372-6 370-6 -2-0 -0.5% 379-0
Low 367-2 368-4 1-2 0.3% 366-0
Close 367-6 370-0 2-2 0.6% 367-6
Range 5-4 2-2 -3-2 -59.1% 13-0
ATR 5-4 5-2 -0-1 -3.2% 0-0
Volume 20,194 21,117 923 4.6% 85,973
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 376-4 375-4 371-2
R3 374-2 373-2 370-5
R2 372-0 372-0 370-3
R1 371-0 371-0 370-2 370-3
PP 369-6 369-6 369-6 369-4
S1 368-6 368-6 369-6 368-1
S2 367-4 367-4 369-5
S3 365-2 366-4 369-3
S4 363-0 364-2 368-6
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 409-7 401-7 374-7
R3 396-7 388-7 371-3
R2 383-7 383-7 370-1
R1 375-7 375-7 369-0 374-2
PP 370-7 370-7 370-7 370-1
S1 362-7 362-7 366-4 361-2
S2 357-7 357-7 365-3
S3 344-7 349-7 364-1
S4 331-7 336-7 360-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 379-0 366-0 13-0 3.5% 5-5 1.5% 31% False False 19,651
10 379-0 365-6 13-2 3.6% 4-0 1.1% 32% False False 15,947
20 395-4 365-6 29-6 8.0% 3-3 0.9% 14% False False 12,294
40 406-4 365-6 40-6 11.0% 3-1 0.8% 10% False False 9,943
60 409-6 365-6 44-0 11.9% 3-2 0.9% 10% False False 8,333
80 445-0 365-6 79-2 21.4% 3-3 0.9% 5% False False 6,863
100 445-0 365-6 79-2 21.4% 3-7 1.1% 5% False False 5,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 380-2
2.618 376-5
1.618 374-3
1.000 373-0
0.618 372-1
HIGH 370-6
0.618 369-7
0.500 369-5
0.382 369-3
LOW 368-4
0.618 367-1
1.000 366-2
1.618 364-7
2.618 362-5
4.250 359-0
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 369-7 370-1
PP 369-6 370-1
S1 369-5 370-0

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

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