CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 388-0 391-0 3-0 0.8% 382-4
High 396-4 395-4 -1-0 -0.3% 396-4
Low 387-4 387-6 0-2 0.1% 374-4
Close 392-4 394-6 2-2 0.6% 394-6
Range 9-0 7-6 -1-2 -13.9% 22-0
ATR 8-7 8-6 -0-1 -0.9% 0-0
Volume 70,640 87,390 16,750 23.7% 359,901
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 415-7 413-1 399-0
R3 408-1 405-3 396-7
R2 400-3 400-3 396-1
R1 397-5 397-5 395-4 399-0
PP 392-5 392-5 392-5 393-3
S1 389-7 389-7 394-0 391-2
S2 384-7 384-7 393-3
S3 377-1 382-1 392-5
S4 369-3 374-3 390-4
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 454-5 446-5 406-7
R3 432-5 424-5 400-6
R2 410-5 410-5 398-6
R1 402-5 402-5 396-6 406-5
PP 388-5 388-5 388-5 390-4
S1 380-5 380-5 392-6 384-5
S2 366-5 366-5 390-6
S3 344-5 358-5 388-6
S4 322-5 336-5 382-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396-4 374-4 22-0 5.6% 7-4 1.9% 92% False False 71,980
10 396-4 368-0 28-4 7.2% 7-0 1.8% 94% False False 78,510
20 396-4 333-0 63-4 16.1% 7-5 1.9% 97% False False 79,617
40 396-4 333-0 63-4 16.1% 6-4 1.6% 97% False False 63,338
60 396-4 333-0 63-4 16.1% 6-4 1.6% 97% False False 51,669
80 396-4 333-0 63-4 16.1% 6-0 1.5% 97% False False 43,183
100 406-4 333-0 73-4 18.6% 5-3 1.4% 84% False False 36,425
120 406-4 333-0 73-4 18.6% 5-0 1.3% 84% False False 31,144
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 428-4
2.618 415-6
1.618 408-0
1.000 403-2
0.618 400-2
HIGH 395-4
0.618 392-4
0.500 391-5
0.382 390-6
LOW 387-6
0.618 383-0
1.000 380-0
1.618 375-2
2.618 367-4
4.250 354-6
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 393-6 392-0
PP 392-5 389-2
S1 391-5 386-4

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

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