CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 427-4 426-0 -1-4 -0.4% 422-0
High 429-0 429-2 0-2 0.1% 424-6
Low 425-4 423-4 -2-0 -0.5% 400-0
Close 425-4 424-4 -1-0 -0.2% 421-0
Range 3-4 5-6 2-2 64.3% 24-6
ATR 10-6 10-3 -0-3 -3.3% 0-0
Volume 87,290 47,688 -39,602 -45.4% 349,620
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 443-0 439-4 427-5
R3 437-2 433-6 426-1
R2 431-4 431-4 425-4
R1 428-0 428-0 425-0 426-7
PP 425-6 425-6 425-6 425-2
S1 422-2 422-2 424-0 421-1
S2 420-0 420-0 423-4
S3 414-2 416-4 422-7
S4 408-4 410-6 421-3
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
5 429-2 400-2 29-0 6.8% 6-3 1.5% 84% True False 68,123
10 429-2 400-0 29-2 6.9% 8-1 1.9% 84% True False 68,170
20 429-2 391-0 38-2 9.0% 9-5 2.3% 88% True False 80,109
40 429-2 362-0 67-2 15.8% 8-6 2.1% 93% True False 75,660
60 429-2 333-0 96-2 22.7% 8-1 1.9% 95% True False 75,891
80 429-2 333-0 96-2 22.7% 7-5 1.8% 95% True False 64,057
100 429-2 333-0 96-2 22.7% 7-2 1.7% 95% True False 57,013
120 429-2 333-0 96-2 22.7% 6-5 1.6% 95% True False 49,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 453-6
2.618 444-2
1.618 438-4
1.000 435-0
0.618 432-6
HIGH 429-2
0.618 427-0
0.500 426-3
0.382 425-6
LOW 423-4
0.618 420-0
1.000 417-6
1.618 414-2
2.618 408-4
4.250 399-0
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 426-3 424-3
PP 425-6 424-2
S1 425-1 424-1

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

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