CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 415-4 403-4 -12-0 -2.9% 381-4
High 418-0 408-6 -9-2 -2.2% 407-0
Low 403-4 399-4 -4-0 -1.0% 375-6
Close 404-4 404-0 -0-4 -0.1% 406-6
Range 14-4 9-2 -5-2 -36.2% 31-2
ATR 10-2 10-1 -0-1 -0.7% 0-0
Volume 168,491 193,555 25,064 14.9% 580,470
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 431-7 427-1 409-1
R3 422-5 417-7 406-4
R2 413-3 413-3 405-6
R1 408-5 408-5 404-7 411-0
PP 404-1 404-1 404-1 405-2
S1 399-3 399-3 403-1 401-6
S2 394-7 394-7 402-2
S3 385-5 390-1 401-4
S4 376-3 380-7 398-7
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 490-2 479-6 424-0
R3 459-0 448-4 415-3
R2 427-6 427-6 412-4
R1 417-2 417-2 409-5 422-4
PP 396-4 396-4 396-4 399-1
S1 386-0 386-0 403-7 391-2
S2 365-2 365-2 401-0
S3 334-0 354-6 398-1
S4 302-6 323-4 389-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-0 382-2 35-6 8.8% 10-7 2.7% 61% False False 143,305
10 418-0 375-6 42-2 10.5% 9-1 2.3% 67% False False 123,819
20 418-0 375-6 42-2 10.5% 8-2 2.1% 67% False False 124,595
40 418-0 343-2 74-6 18.5% 7-4 1.9% 81% False False 104,392
60 418-0 343-2 74-6 18.5% 7-0 1.7% 81% False False 85,370
80 418-0 343-2 74-6 18.5% 7-0 1.7% 81% False False 75,908
100 418-0 343-2 74-6 18.5% 6-5 1.6% 81% False False 66,136
120 418-0 343-2 74-6 18.5% 6-2 1.6% 81% False False 59,187
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 448-0
2.618 433-0
1.618 423-6
1.000 418-0
0.618 414-4
HIGH 408-6
0.618 405-2
0.500 404-1
0.382 403-0
LOW 399-4
0.618 393-6
1.000 390-2
1.618 384-4
2.618 375-2
4.250 360-2
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 404-1 407-3
PP 404-1 406-2
S1 404-0 405-1

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

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