CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 432-4 432-0 -0-4 -0.1% 422-0
High 433-0 433-0 0-0 0.0% 424-6
Low 422-0 428-4 6-4 1.5% 400-0
Close 432-2 433-0 0-6 0.2% 421-0
Range 11-0 4-4 -6-4 -59.1% 24-6
ATR 10-4 10-0 -0-3 -4.1% 0-0
Volume 21,674 22,489 815 3.8% 349,620
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 445-0 443-4 435-4
R3 440-4 439-0 434-2
R2 436-0 436-0 433-7
R1 434-4 434-4 433-3 435-2
PP 431-4 431-4 431-4 431-7
S1 430-0 430-0 432-5 430-6
S2 427-0 427-0 432-1
S3 422-4 425-4 431-6
S4 418-0 421-0 430-4
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
5 433-0 419-0 14-0 3.2% 6-1 1.4% 100% True False 51,433
10 433-0 400-0 33-0 7.6% 7-4 1.7% 100% True False 58,749
20 433-0 391-0 42-0 9.7% 8-6 2.0% 100% True False 71,899
40 433-0 362-0 71-0 16.4% 8-7 2.0% 100% True False 72,719
60 433-0 333-0 100-0 23.1% 8-2 1.9% 100% True False 73,765
80 433-0 333-0 100-0 23.1% 7-5 1.8% 100% True False 64,015
100 433-0 333-0 100-0 23.1% 7-3 1.7% 100% True False 57,001
120 433-0 333-0 100-0 23.1% 6-6 1.6% 100% True False 49,699
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 452-1
2.618 444-6
1.618 440-2
1.000 437-4
0.618 435-6
HIGH 433-0
0.618 431-2
0.500 430-6
0.382 430-2
LOW 428-4
0.618 425-6
1.000 424-0
1.618 421-2
2.618 416-6
4.250 409-3
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 432-2 431-1
PP 431-4 429-3
S1 430-6 427-4

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

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