CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 421-4 410-6 -10-6 -2.6% 413-0
High 423-0 422-0 -1-0 -0.2% 423-0
Low 411-4 410-2 -1-2 -0.3% 406-0
Close 414-2 421-2 7-0 1.7% 421-2
Range 11-4 11-6 0-2 2.2% 17-0
ATR 11-0 11-1 0-0 0.5% 0-0
Volume 63,715 58,732 -4,983 -7.8% 329,723
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 453-1 448-7 427-6
R3 441-3 437-1 424-4
R2 429-5 429-5 423-3
R1 425-3 425-3 422-3 427-4
PP 417-7 417-7 417-7 418-7
S1 413-5 413-5 420-1 415-6
S2 406-1 406-1 419-1
S3 394-3 401-7 418-0
S4 382-5 390-1 414-6
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 467-6 461-4 430-5
R3 450-6 444-4 425-7
R2 433-6 433-6 424-3
R1 427-4 427-4 422-6 430-5
PP 416-6 416-6 416-6 418-2
S1 410-4 410-4 419-6 413-5
S2 399-6 399-6 418-1
S3 382-6 393-4 416-5
S4 365-6 376-4 411-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-0 406-0 17-0 4.0% 10-7 2.6% 90% False False 65,944
10 423-0 391-0 32-0 7.6% 9-7 2.4% 95% False False 81,284
20 425-2 362-0 63-2 15.0% 10-5 2.5% 94% False False 79,944
40 425-2 333-0 92-2 21.9% 9-1 2.2% 96% False False 80,669
60 425-2 333-0 92-2 21.9% 8-0 1.9% 96% False False 72,376
80 425-2 333-0 92-2 21.9% 7-5 1.8% 96% False False 60,764
100 425-2 333-0 92-2 21.9% 7-1 1.7% 96% False False 53,368
120 425-2 333-0 92-2 21.9% 6-4 1.5% 96% False False 46,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 472-0
2.618 452-6
1.618 441-0
1.000 433-6
0.618 429-2
HIGH 422-0
0.618 417-4
0.500 416-1
0.382 414-6
LOW 410-2
0.618 403-0
1.000 398-4
1.618 391-2
2.618 379-4
4.250 360-2
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 419-4 419-5
PP 417-7 417-7
S1 416-1 416-2

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

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