CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 402-0 404-4 2-4 0.6% 401-0
High 405-2 411-0 5-6 1.4% 425-2
Low 392-4 402-0 9-4 2.4% 385-0
Close 405-0 403-0 -2-0 -0.5% 405-0
Range 12-6 9-0 -3-6 -29.4% 40-2
ATR 11-2 11-1 -0-1 -1.4% 0-0
Volume 96,390 88,185 -8,205 -8.5% 451,732
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 432-3 426-5 408-0
R3 423-3 417-5 405-4
R2 414-3 414-3 404-5
R1 408-5 408-5 403-7 407-0
PP 405-3 405-3 405-3 404-4
S1 399-5 399-5 402-1 398-0
S2 396-3 396-3 401-3
S3 387-3 390-5 400-4
S4 378-3 381-5 398-0
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 525-7 505-5 427-1
R3 485-5 465-3 416-1
R2 445-3 445-3 412-3
R1 425-1 425-1 408-6 435-2
PP 405-1 405-1 405-1 410-1
S1 384-7 384-7 401-2 395-0
S2 364-7 364-7 397-5
S3 324-5 344-5 393-7
S4 284-3 304-3 382-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425-2 385-0 40-2 10.0% 12-6 3.2% 45% False False 89,659
10 425-2 362-4 62-6 15.6% 11-3 2.8% 65% False False 81,553
20 425-2 362-0 63-2 15.7% 9-5 2.4% 65% False False 74,279
40 425-2 333-0 92-2 22.9% 8-2 2.0% 76% False False 75,157
60 425-2 333-0 92-2 22.9% 7-3 1.8% 76% False False 63,474
80 425-2 333-0 92-2 22.9% 7-1 1.8% 76% False False 54,765
100 425-2 333-0 92-2 22.9% 6-4 1.6% 76% False False 46,923
120 425-2 333-0 92-2 22.9% 5-7 1.5% 76% False False 40,493
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 449-2
2.618 434-4
1.618 425-4
1.000 420-0
0.618 416-4
HIGH 411-0
0.618 407-4
0.500 406-4
0.382 405-4
LOW 402-0
0.618 396-4
1.000 393-0
1.618 387-4
2.618 378-4
4.250 363-6
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 406-4 408-7
PP 405-3 406-7
S1 404-1 405-0

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

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