CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 368-0 368-4 0-4 0.1% 386-4
High 368-4 379-0 10-4 2.8% 386-4
Low 362-4 368-2 5-6 1.6% 370-0
Close 362-6 376-2 13-4 3.7% 371-2
Range 6-0 10-6 4-6 79.2% 16-4
ATR 9-0 9-4 0-4 5.8% 0-0
Volume 75,192 48,460 -26,732 -35.6% 322,843
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 406-6 402-2 382-1
R3 396-0 391-4 379-2
R2 385-2 385-2 378-2
R1 380-6 380-6 377-2 383-0
PP 374-4 374-4 374-4 375-5
S1 370-0 370-0 375-2 372-2
S2 363-6 363-6 374-2
S3 353-0 359-2 373-2
S4 342-2 348-4 370-3
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 425-3 414-7 380-3
R3 408-7 398-3 375-6
R2 392-3 392-3 374-2
R1 381-7 381-7 372-6 378-7
PP 375-7 375-7 375-7 374-4
S1 365-3 365-3 369-6 362-3
S2 359-3 359-3 368-2
S3 342-7 348-7 366-6
S4 326-3 332-3 362-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-4 362-0 24-4 6.5% 8-5 2.3% 58% False False 59,676
10 396-4 362-0 34-4 9.2% 7-6 2.1% 41% False False 66,322
20 396-4 351-6 44-6 11.9% 8-0 2.1% 55% False False 78,809
40 396-4 333-0 63-4 16.9% 6-7 1.8% 68% False False 70,678
60 396-4 333-0 63-4 16.9% 6-5 1.8% 68% False False 55,538
80 396-4 333-0 63-4 16.9% 6-4 1.7% 68% False False 48,466
100 397-0 333-0 64-0 17.0% 5-6 1.5% 68% False False 40,938
120 406-4 333-0 73-4 19.5% 5-2 1.4% 59% False False 35,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 424-6
2.618 407-1
1.618 396-3
1.000 389-6
0.618 385-5
HIGH 379-0
0.618 374-7
0.500 373-5
0.382 372-3
LOW 368-2
0.618 361-5
1.000 357-4
1.618 350-7
2.618 340-1
4.250 322-4
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 375-3 374-3
PP 374-4 372-3
S1 373-5 370-4

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

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