CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 415-6 418-6 3-0 0.7% 415-4
High 420-0 425-4 5-4 1.3% 439-0
Low 407-0 416-0 9-0 2.2% 399-4
Close 420-0 418-0 -2-0 -0.5% 420-0
Range 13-0 9-4 -3-4 -26.9% 39-4
ATR 11-4 11-3 -0-1 -1.2% 0-0
Volume 278,968 175,335 -103,633 -37.1% 904,421
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 448-3 442-5 423-2
R3 438-7 433-1 420-5
R2 429-3 429-3 419-6
R1 423-5 423-5 418-7 421-6
PP 419-7 419-7 419-7 418-7
S1 414-1 414-1 417-1 412-2
S2 410-3 410-3 416-2
S3 400-7 404-5 415-3
S4 391-3 395-1 412-6
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 538-0 518-4 441-6
R3 498-4 479-0 430-7
R2 459-0 459-0 427-2
R1 439-4 439-4 423-5 449-2
PP 419-4 419-4 419-4 424-3
S1 400-0 400-0 416-3 409-6
S2 380-0 380-0 412-6
S3 340-4 360-4 409-1
S4 301-0 321-0 398-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 439-0 399-4 39-4 9.4% 13-2 3.2% 47% False False 182,253
10 439-0 376-4 62-4 15.0% 11-6 2.8% 66% False False 154,983
20 439-0 375-6 63-2 15.1% 10-0 2.4% 67% False False 135,319
40 439-0 343-2 95-6 22.9% 8-4 2.0% 78% False False 115,418
60 439-0 343-2 95-6 22.9% 7-4 1.8% 78% False False 93,504
80 439-0 343-2 95-6 22.9% 7-3 1.8% 78% False False 82,909
100 439-0 343-2 95-6 22.9% 7-0 1.7% 78% False False 72,511
120 439-0 343-2 95-6 22.9% 6-5 1.6% 78% False False 64,503
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 465-7
2.618 450-3
1.618 440-7
1.000 435-0
0.618 431-3
HIGH 425-4
0.618 421-7
0.500 420-6
0.382 419-5
LOW 416-0
0.618 410-1
1.000 406-4
1.618 400-5
2.618 391-1
4.250 375-5
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 420-6 423-0
PP 419-7 421-3
S1 418-7 419-5

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

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