CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 379-0 382-0 3-0 0.8% 368-0
High 381-0 383-4 2-4 0.7% 379-0
Low 379-0 381-6 2-6 0.7% 362-4
Close 381-0 383-2 2-2 0.6% 376-6
Range 2-0 1-6 -0-2 -12.5% 16-4
ATR 7-3 7-1 -0-3 -4.7% 0-0
Volume 24,186 27,022 2,836 11.7% 94,724
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 388-1 387-3 384-2
R3 386-3 385-5 383-6
R2 384-5 384-5 383-5
R1 383-7 383-7 383-3 384-2
PP 382-7 382-7 382-7 383-0
S1 382-1 382-1 383-1 382-4
S2 381-1 381-1 382-7
S3 379-3 380-3 382-6
S4 377-5 378-5 382-2
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 422-2 416-0 385-7
R3 405-6 399-4 381-2
R2 389-2 389-2 379-6
R1 383-0 383-0 378-2 386-1
PP 372-6 372-6 372-6 374-2
S1 366-4 366-4 375-2 369-5
S2 356-2 356-2 373-6
S3 339-6 350-0 372-2
S4 323-2 333-4 367-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-4 368-0 15-4 4.0% 4-5 1.2% 98% True False 24,832
10 383-4 362-4 21-0 5.5% 5-1 1.3% 99% True False 21,755
20 391-0 362-4 28-4 7.4% 6-1 1.6% 73% False False 24,682
40 391-0 359-6 31-2 8.2% 5-6 1.5% 75% False False 25,118
60 405-0 359-6 45-2 11.8% 4-7 1.3% 52% False False 20,261
80 406-4 359-6 46-6 12.2% 4-4 1.2% 50% False False 16,540
100 445-0 359-6 85-2 22.2% 4-2 1.1% 28% False False 14,100
120 445-0 359-6 85-2 22.2% 4-2 1.1% 28% False False 12,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 391-0
2.618 388-1
1.618 386-3
1.000 385-2
0.618 384-5
HIGH 383-4
0.618 382-7
0.500 382-5
0.382 382-3
LOW 381-6
0.618 380-5
1.000 380-0
1.618 378-7
2.618 377-1
4.250 374-2
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 383-0 381-3
PP 382-7 379-3
S1 382-5 377-4

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

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