CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 410-4 420-0 9-4 2.3% 422-0
High 419-0 424-6 5-6 1.4% 424-6
Low 410-0 419-0 9-0 2.2% 400-0
Close 416-4 421-0 4-4 1.1% 421-0
Range 9-0 5-6 -3-2 -36.1% 24-6
ATR 11-2 11-0 -0-2 -1.9% 0-0
Volume 77,620 78,026 406 0.5% 349,620
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 438-7 435-5 424-1
R3 433-1 429-7 422-5
R2 427-3 427-3 422-0
R1 424-1 424-1 421-4 425-6
PP 421-5 421-5 421-5 422-3
S1 418-3 418-3 420-4 420-0
S2 415-7 415-7 420-0
S3 410-1 412-5 419-3
S4 404-3 406-7 417-7
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 489-4 480-0 434-5
R3 464-6 455-2 427-6
R2 440-0 440-0 425-4
R1 430-4 430-4 423-2 422-7
PP 415-2 415-2 415-2 411-4
S1 405-6 405-6 418-6 398-1
S2 390-4 390-4 416-4
S3 365-6 381-0 414-2
S4 341-0 356-2 407-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-6 400-0 24-6 5.9% 7-5 1.8% 85% True False 69,924
10 424-6 400-0 24-6 5.9% 9-2 2.2% 85% True False 67,934
20 425-2 385-0 40-2 9.6% 10-2 2.4% 89% False False 80,709
40 425-2 362-0 63-2 15.0% 8-7 2.1% 93% False False 76,411
60 425-2 333-0 92-2 21.9% 8-1 1.9% 95% False False 75,219
80 425-2 333-0 92-2 21.9% 7-5 1.8% 95% False False 63,300
100 425-2 333-0 92-2 21.9% 7-2 1.7% 95% False False 56,168
120 425-2 333-0 92-2 21.9% 6-5 1.6% 95% False False 48,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 449-2
2.618 439-6
1.618 434-0
1.000 430-4
0.618 428-2
HIGH 424-6
0.618 422-4
0.500 421-7
0.382 421-2
LOW 419-0
0.618 415-4
1.000 413-2
1.618 409-6
2.618 404-0
4.250 394-4
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 421-7 418-1
PP 421-5 415-3
S1 421-2 412-4

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

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