CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 405-0 410-4 5-4 1.4% 413-0
High 408-2 419-0 10-6 2.6% 423-0
Low 400-2 410-0 9-6 2.4% 406-0
Close 404-6 416-4 11-6 2.9% 421-2
Range 8-0 9-0 1-0 12.5% 17-0
ATR 11-0 11-2 0-2 2.1% 0-0
Volume 49,991 77,620 27,629 55.3% 329,723
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 442-1 438-3 421-4
R3 433-1 429-3 419-0
R2 424-1 424-1 418-1
R1 420-3 420-3 417-3 422-2
PP 415-1 415-1 415-1 416-1
S1 411-3 411-3 415-5 413-2
S2 406-1 406-1 414-7
S3 397-1 402-3 414-0
S4 388-1 393-3 411-4
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
5 422-0 400-0 22-0 5.3% 8-7 2.1% 75% False False 66,065
10 423-0 400-0 23-0 5.5% 9-1 2.2% 72% False False 65,977
20 425-2 382-2 43-0 10.3% 10-4 2.5% 80% False False 80,614
40 425-2 360-2 65-0 15.6% 9-2 2.2% 87% False False 78,577
60 425-2 333-0 92-2 22.1% 8-1 1.9% 91% False False 74,554
80 425-2 333-0 92-2 22.1% 7-5 1.8% 91% False False 62,578
100 425-2 333-0 92-2 22.1% 7-3 1.8% 91% False False 55,491
120 425-2 333-0 92-2 22.1% 6-5 1.6% 91% False False 48,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 457-2
2.618 442-4
1.618 433-4
1.000 428-0
0.618 424-4
HIGH 419-0
0.618 415-4
0.500 414-4
0.382 413-4
LOW 410-0
0.618 404-4
1.000 401-0
1.618 395-4
2.618 386-4
4.250 371-6
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 415-7 414-1
PP 415-1 411-7
S1 414-4 409-4

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

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