CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 400-4 411-0 10-4 2.6% 404-4
High 414-0 413-4 -0-4 -0.1% 414-0
Low 398-2 409-4 11-2 2.8% 391-0
Close 406-2 411-6 5-4 1.4% 411-6
Range 15-6 4-0 -11-6 -74.6% 23-0
ATR 11-3 11-1 -0-2 -2.6% 0-0
Volume 133,761 58,458 -75,303 -56.3% 483,122
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 423-5 421-5 414-0
R3 419-5 417-5 412-7
R2 415-5 415-5 412-4
R1 413-5 413-5 412-1 414-5
PP 411-5 411-5 411-5 412-0
S1 409-5 409-5 411-3 410-5
S2 407-5 407-5 411-0
S3 403-5 405-5 410-5
S4 399-5 401-5 409-4
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 474-5 466-1 424-3
R3 451-5 443-1 418-1
R2 428-5 428-5 416-0
R1 420-1 420-1 413-7 424-3
PP 405-5 405-5 405-5 407-6
S1 397-1 397-1 409-5 401-3
S2 382-5 382-5 407-4
S3 359-5 374-1 405-3
S4 336-5 351-1 399-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 414-0 391-0 23-0 5.6% 9-0 2.2% 90% False False 96,624
10 425-2 385-0 40-2 9.8% 11-2 2.7% 66% False False 93,485
20 425-2 362-0 63-2 15.4% 9-6 2.4% 79% False False 79,600
40 425-2 333-0 92-2 22.4% 8-5 2.1% 85% False False 79,609
60 425-2 333-0 92-2 22.4% 7-4 1.8% 85% False False 68,759
80 425-2 333-0 92-2 22.4% 7-2 1.8% 85% False False 58,652
100 425-2 333-0 92-2 22.4% 6-6 1.6% 85% False False 50,467
120 425-2 333-0 92-2 22.4% 6-1 1.5% 85% False False 43,621
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 430-4
2.618 424-0
1.618 420-0
1.000 417-4
0.618 416-0
HIGH 413-4
0.618 412-0
0.500 411-4
0.382 411-0
LOW 409-4
0.618 407-0
1.000 405-4
1.618 403-0
2.618 399-0
4.250 392-4
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 411-5 408-5
PP 411-5 405-5
S1 411-4 402-4

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

View Archives - Comment on this page... - Back to Index of Symbols