CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 377-4 371-4 -6-0 -1.6% 376-6
High 377-4 372-4 -5-0 -1.3% 380-0
Low 368-2 368-0 -0-2 -0.1% 367-2
Close 369-4 368-0 -1-4 -0.4% 369-4
Range 9-2 4-4 -4-6 -51.4% 12-6
ATR 6-5 6-4 -0-1 -2.3% 0-0
Volume 41,484 31,424 -10,060 -24.3% 130,519
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 383-0 380-0 370-4
R3 378-4 375-4 369-2
R2 374-0 374-0 368-7
R1 371-0 371-0 368-3 370-2
PP 369-4 369-4 369-4 369-1
S1 366-4 366-4 367-5 365-6
S2 365-0 365-0 367-1
S3 360-4 362-0 366-6
S4 356-0 357-4 365-4
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 410-4 402-6 376-4
R3 397-6 390-0 373-0
R2 385-0 385-0 371-7
R1 377-2 377-2 370-5 374-6
PP 372-2 372-2 372-2 371-0
S1 364-4 364-4 368-3 362-0
S2 359-4 359-4 367-1
S3 346-6 351-6 366-0
S4 334-0 339-0 362-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-0 368-0 12-0 3.3% 5-7 1.6% 0% False True 27,944
10 384-2 367-2 17-0 4.6% 6-2 1.7% 4% False False 27,501
20 384-2 365-6 18-4 5.0% 5-1 1.4% 12% False False 21,724
40 406-0 365-6 40-2 10.9% 4-1 1.1% 6% False False 15,771
60 406-4 365-6 40-6 11.1% 3-6 1.0% 6% False False 12,156
80 445-0 365-6 79-2 21.5% 3-5 1.0% 3% False False 10,149
100 445-0 365-6 79-2 21.5% 3-7 1.1% 3% False False 8,500
120 445-0 365-6 79-2 21.5% 4-4 1.2% 3% False False 7,443
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 391-5
2.618 384-2
1.618 379-6
1.000 377-0
0.618 375-2
HIGH 372-4
0.618 370-6
0.500 370-2
0.382 369-6
LOW 368-0
0.618 365-2
1.000 363-4
1.618 360-6
2.618 356-2
4.250 348-7
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 370-2 373-7
PP 369-4 371-7
S1 368-6 370-0

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

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