CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 470-0 467-4 -2-4 -0.5% 449-4
High 471-4 481-4 10-0 2.1% 464-4
Low 468-0 466-4 -1-4 -0.3% 445-0
Close 469-2 478-0 8-6 1.9% 464-0
Range 3-4 15-0 11-4 328.6% 19-4
ATR 9-7 10-2 0-3 3.7% 0-0
Volume 7,543 3,829 -3,714 -49.2% 50,108
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 520-3 514-1 486-2
R3 505-3 499-1 482-1
R2 490-3 490-3 480-6
R1 484-1 484-1 479-3 487-2
PP 475-3 475-3 475-3 476-7
S1 469-1 469-1 476-5 472-2
S2 460-3 460-3 475-2
S3 445-3 454-1 473-7
S4 430-3 439-1 469-6
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 516-3 509-5 474-6
R3 496-7 490-1 469-3
R2 477-3 477-3 467-5
R1 470-5 470-5 465-6 474-0
PP 457-7 457-7 457-7 459-4
S1 451-1 451-1 462-2 454-4
S2 438-3 438-3 460-3
S3 418-7 431-5 458-5
S4 399-3 412-1 453-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 481-4 447-0 34-4 7.2% 8-6 1.8% 90% True False 9,046
10 481-4 422-0 59-4 12.4% 9-1 1.9% 94% True False 17,522
20 481-4 400-0 81-4 17.1% 8-7 1.8% 96% True False 44,686
40 481-4 362-0 119-4 25.0% 9-3 1.9% 97% True False 61,603
60 481-4 333-0 148-4 31.1% 8-6 1.8% 98% True False 67,856
80 481-4 333-0 148-4 31.1% 7-7 1.7% 98% True False 63,148
100 481-4 333-0 148-4 31.1% 7-5 1.6% 98% True False 56,056
120 481-4 333-0 148-4 31.1% 7-1 1.5% 98% True False 49,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 545-2
2.618 520-6
1.618 505-6
1.000 496-4
0.618 490-6
HIGH 481-4
0.618 475-6
0.500 474-0
0.382 472-2
LOW 466-4
0.618 457-2
1.000 451-4
1.618 442-2
2.618 427-2
4.250 402-6
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 476-5 474-5
PP 475-3 471-1
S1 474-0 467-6

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

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