CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 376-6 371-0 -5-6 -1.5% 370-6
High 376-6 375-4 -1-2 -0.3% 384-2
Low 367-2 369-0 1-6 0.5% 367-4
Close 367-2 375-0 7-6 2.1% 384-0
Range 9-4 6-4 -3-0 -31.6% 16-6
ATR 6-3 6-4 0-1 2.1% 0-0
Volume 22,219 14,757 -7,462 -33.6% 134,186
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 392-5 390-3 378-5
R3 386-1 383-7 376-6
R2 379-5 379-5 376-2
R1 377-3 377-3 375-5 378-4
PP 373-1 373-1 373-1 373-6
S1 370-7 370-7 374-3 372-0
S2 366-5 366-5 373-6
S3 360-1 364-3 373-2
S4 353-5 357-7 371-3
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 428-7 423-1 393-2
R3 412-1 406-3 388-5
R2 395-3 395-3 387-1
R1 389-5 389-5 385-4 392-4
PP 378-5 378-5 378-5 380-0
S1 372-7 372-7 382-4 375-6
S2 361-7 361-7 380-7
S3 345-1 356-1 379-3
S4 328-3 339-3 374-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 384-2 367-2 17-0 4.5% 6-7 1.8% 46% False False 25,168
10 384-2 366-0 18-2 4.9% 6-4 1.7% 49% False False 23,195
20 390-0 365-6 24-2 6.5% 4-6 1.3% 38% False False 16,933
40 406-4 365-6 40-6 10.9% 3-6 1.0% 23% False False 13,159
60 406-4 365-6 40-6 10.9% 3-4 0.9% 23% False False 10,310
80 445-0 365-6 79-2 21.1% 3-4 0.9% 12% False False 8,627
100 445-0 365-6 79-2 21.1% 4-0 1.1% 12% False False 7,328
120 445-0 365-6 79-2 21.1% 4-3 1.2% 12% False False 6,438
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 403-1
2.618 392-4
1.618 386-0
1.000 382-0
0.618 379-4
HIGH 375-4
0.618 373-0
0.500 372-2
0.382 371-4
LOW 369-0
0.618 365-0
1.000 362-4
1.618 358-4
2.618 352-0
4.250 341-3
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 374-1 375-6
PP 373-1 375-4
S1 372-2 375-2

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

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