CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 384-0 382-4 -1-4 -0.4% 378-4
High 386-2 382-6 -3-4 -0.9% 386-2
Low 381-4 378-6 -2-6 -0.7% 368-0
Close 383-4 379-6 -3-6 -1.0% 383-4
Range 4-6 4-0 -0-6 -15.8% 18-2
ATR 8-6 8-4 -0-2 -3.3% 0-0
Volume 98,400 71,392 -27,008 -27.4% 331,969
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 392-3 390-1 382-0
R3 388-3 386-1 380-7
R2 384-3 384-3 380-4
R1 382-1 382-1 380-1 381-2
PP 380-3 380-3 380-3 380-0
S1 378-1 378-1 379-3 377-2
S2 376-3 376-3 379-0
S3 372-3 374-1 378-5
S4 368-3 370-1 377-4
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 434-0 427-0 393-4
R3 415-6 408-6 388-4
R2 397-4 397-4 386-7
R1 390-4 390-4 385-1 394-0
PP 379-2 379-2 379-2 381-0
S1 372-2 372-2 381-7 375-6
S2 361-0 361-0 380-1
S3 342-6 354-0 378-4
S4 324-4 335-6 373-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-2 368-0 18-2 4.8% 6-4 1.7% 64% False False 80,672
10 386-2 333-0 53-2 14.0% 7-5 2.0% 88% False False 94,154
20 386-2 333-0 53-2 14.0% 6-7 1.8% 88% False False 76,035
40 386-2 333-0 53-2 14.0% 6-2 1.6% 88% False False 58,072
60 391-0 333-0 58-0 15.3% 6-3 1.7% 81% False False 48,260
80 395-4 333-0 62-4 16.5% 5-6 1.5% 75% False False 40,084
100 406-4 333-0 73-4 19.4% 5-1 1.4% 64% False False 33,736
120 406-4 333-0 73-4 19.4% 4-6 1.3% 64% False False 28,885
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 399-6
2.618 393-2
1.618 389-2
1.000 386-6
0.618 385-2
HIGH 382-6
0.618 381-2
0.500 380-6
0.382 380-2
LOW 378-6
0.618 376-2
1.000 374-6
1.618 372-2
2.618 368-2
4.250 361-6
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 380-6 382-4
PP 380-3 381-5
S1 380-1 380-5

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

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