CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 383-0 377-4 -5-4 -1.4% 383-4
High 383-0 384-2 1-2 0.3% 385-0
Low 376-6 377-4 0-6 0.2% 372-4
Close 377-6 384-0 6-2 1.7% 378-4
Range 6-2 6-6 0-4 8.0% 12-4
ATR 7-2 7-2 0-0 -0.5% 0-0
Volume 26,419 21,116 -5,303 -20.1% 131,106
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 402-1 399-7 387-6
R3 395-3 393-1 385-7
R2 388-5 388-5 385-2
R1 386-3 386-3 384-5 387-4
PP 381-7 381-7 381-7 382-4
S1 379-5 379-5 383-3 380-6
S2 375-1 375-1 382-6
S3 368-3 372-7 382-1
S4 361-5 366-1 380-2
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 416-1 409-7 385-3
R3 403-5 397-3 382-0
R2 391-1 391-1 380-6
R1 384-7 384-7 379-5 381-6
PP 378-5 378-5 378-5 377-1
S1 372-3 372-3 377-3 369-2
S2 366-1 366-1 376-2
S3 353-5 359-7 375-0
S4 341-1 347-3 371-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385-0 372-6 12-2 3.2% 7-2 1.9% 92% False False 28,450
10 385-0 368-4 16-4 4.3% 6-7 1.8% 94% False False 30,253
20 385-0 359-6 25-2 6.6% 6-4 1.7% 96% False False 28,949
40 395-4 359-6 35-6 9.3% 5-0 1.3% 68% False False 21,068
60 406-4 359-6 46-6 12.2% 4-2 1.1% 52% False False 16,631
80 406-4 359-6 46-6 12.2% 4-0 1.1% 52% False False 13,670
100 445-0 359-6 85-2 22.2% 4-0 1.0% 28% False False 11,508
120 445-0 359-6 85-2 22.2% 4-3 1.1% 28% False False 9,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 413-0
2.618 401-7
1.618 395-1
1.000 391-0
0.618 388-3
HIGH 384-2
0.618 381-5
0.500 380-7
0.382 380-1
LOW 377-4
0.618 373-3
1.000 370-6
1.618 366-5
2.618 359-7
4.250 348-6
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 383-0 382-5
PP 381-7 381-1
S1 380-7 379-6

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

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