CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 401-0 390-0 -11-0 -2.7% 368-4
High 403-4 393-4 -10-0 -2.5% 393-2
Low 390-0 385-0 -5-0 -1.3% 362-0
Close 390-4 389-4 -1-0 -0.3% 392-6
Range 13-4 8-4 -5-0 -37.0% 31-2
ATR 10-1 10-0 -0-1 -1.1% 0-0
Volume 91,621 55,359 -36,262 -39.6% 334,317
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 414-7 410-5 394-1
R3 406-3 402-1 391-7
R2 397-7 397-7 391-0
R1 393-5 393-5 390-2 391-4
PP 389-3 389-3 389-3 388-2
S1 385-1 385-1 388-6 383-0
S2 380-7 380-7 388-0
S3 372-3 376-5 387-1
S4 363-7 368-1 384-7
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 476-3 465-7 410-0
R3 445-1 434-5 401-3
R2 413-7 413-7 398-4
R1 403-3 403-3 395-5 408-5
PP 382-5 382-5 382-5 385-2
S1 372-1 372-1 389-7 377-3
S2 351-3 351-3 387-0
S3 320-1 340-7 384-1
S4 288-7 309-5 375-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-4 368-2 35-2 9.1% 10-5 2.7% 60% False False 69,481
10 403-4 362-0 41-4 10.7% 9-0 2.3% 66% False False 66,169
20 403-4 362-0 41-4 10.7% 7-7 2.0% 66% False False 71,212
40 403-4 333-0 70-4 18.1% 7-2 1.9% 80% False False 73,782
60 403-4 333-0 70-4 18.1% 6-7 1.8% 80% False False 58,706
80 403-4 333-0 70-4 18.1% 6-6 1.7% 80% False False 51,239
100 403-4 333-0 70-4 18.1% 6-0 1.6% 80% False False 43,346
120 406-4 333-0 73-4 18.9% 5-4 1.4% 77% False False 37,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 1-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 429-5
2.618 415-6
1.618 407-2
1.000 402-0
0.618 398-6
HIGH 393-4
0.618 390-2
0.500 389-2
0.382 388-2
LOW 385-0
0.618 379-6
1.000 376-4
1.618 371-2
2.618 362-6
4.250 348-7
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 389-3 392-7
PP 389-3 391-6
S1 389-2 390-5

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

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