CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 395-0 393-4 -1-4 -0.4% 389-0
High 398-0 395-0 -3-0 -0.8% 398-0
Low 392-4 390-4 -2-0 -0.5% 379-2
Close 395-2 391-6 -3-4 -0.9% 395-2
Range 5-4 4-4 -1-0 -18.2% 18-6
ATR 9-0 8-6 -0-2 -3.4% 0-0
Volume 158,658 104,215 -54,443 -34.3% 496,188
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 405-7 403-3 394-2
R3 401-3 398-7 393-0
R2 396-7 396-7 392-5
R1 394-3 394-3 392-1 393-3
PP 392-3 392-3 392-3 392-0
S1 389-7 389-7 391-3 388-7
S2 387-7 387-7 390-7
S3 383-3 385-3 390-4
S4 378-7 380-7 389-2
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 447-1 439-7 405-4
R3 428-3 421-1 400-3
R2 409-5 409-5 398-6
R1 402-3 402-3 397-0 406-0
PP 390-7 390-7 390-7 392-5
S1 383-5 383-5 393-4 387-2
S2 372-1 372-1 391-6
S3 353-3 364-7 390-1
S4 334-5 346-1 385-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398-0 379-2 18-6 4.8% 6-6 1.7% 67% False False 120,080
10 398-0 343-2 54-6 14.0% 7-2 1.9% 89% False False 123,124
20 398-0 343-2 54-6 14.0% 6-7 1.8% 89% False False 95,517
40 398-0 343-2 54-6 14.0% 6-2 1.6% 89% False False 72,596
60 398-0 343-2 54-6 14.0% 6-4 1.7% 89% False False 65,438
80 405-2 343-2 62-0 15.8% 6-2 1.6% 78% False False 56,808
100 414-4 343-2 71-2 18.2% 6-0 1.5% 68% False False 50,340
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 414-1
2.618 406-6
1.618 402-2
1.000 399-4
0.618 397-6
HIGH 395-0
0.618 393-2
0.500 392-6
0.382 392-2
LOW 390-4
0.618 387-6
1.000 386-0
1.618 383-2
2.618 378-6
4.250 371-3
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 392-6 394-2
PP 392-3 393-3
S1 392-1 392-5

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

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