CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 410-6 422-0 11-2 2.7% 413-0
High 422-0 422-0 0-0 0.0% 423-0
Low 410-2 415-4 5-2 1.3% 406-0
Close 421-2 417-2 -4-0 -0.9% 421-2
Range 11-6 6-4 -5-2 -44.7% 17-0
ATR 11-1 10-6 -0-3 -3.0% 0-0
Volume 58,732 52,900 -5,832 -9.9% 329,723
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 437-6 434-0 420-7
R3 431-2 427-4 419-0
R2 424-6 424-6 418-4
R1 421-0 421-0 417-7 419-5
PP 418-2 418-2 418-2 417-4
S1 414-4 414-4 416-5 413-1
S2 411-6 411-6 416-0
S3 405-2 408-0 415-4
S4 398-6 401-4 413-5
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
5 423-0 406-4 16-4 4.0% 10-0 2.4% 65% False False 66,899
10 423-0 391-0 32-0 7.7% 9-5 2.3% 82% False False 77,756
20 425-2 362-4 62-6 15.0% 10-4 2.5% 87% False False 79,654
40 425-2 333-0 92-2 22.1% 9-1 2.2% 91% False False 80,117
60 425-2 333-0 92-2 22.1% 8-1 1.9% 91% False False 72,808
80 425-2 333-0 92-2 22.1% 7-5 1.8% 91% False False 60,776
100 425-2 333-0 92-2 22.1% 7-1 1.7% 91% False False 53,732
120 425-2 333-0 92-2 22.1% 6-4 1.6% 91% False False 46,534
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 2-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 449-5
2.618 439-0
1.618 432-4
1.000 428-4
0.618 426-0
HIGH 422-0
0.618 419-4
0.500 418-6
0.382 418-0
LOW 415-4
0.618 411-4
1.000 409-0
1.618 405-0
2.618 398-4
4.250 387-7
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 418-6 417-0
PP 418-2 416-7
S1 417-6 416-5

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

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