CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 418-6 411-4 -7-2 -1.7% 415-4
High 425-4 417-2 -8-2 -1.9% 439-0
Low 416-0 408-4 -7-4 -1.8% 399-4
Close 418-0 409-0 -9-0 -2.2% 420-0
Range 9-4 8-6 -0-6 -7.9% 39-4
ATR 11-3 11-2 -0-1 -1.2% 0-0
Volume 175,335 168,090 -7,245 -4.1% 904,421
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 437-7 432-1 413-6
R3 429-1 423-3 411-3
R2 420-3 420-3 410-5
R1 414-5 414-5 409-6 413-1
PP 411-5 411-5 411-5 410-6
S1 405-7 405-7 408-2 404-3
S2 402-7 402-7 407-3
S3 394-1 397-1 406-5
S4 385-3 388-3 404-2
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
5 439-0 407-0 32-0 7.8% 13-1 3.2% 6% False False 177,160
10 439-0 382-2 56-6 13.9% 12-0 2.9% 47% False False 160,232
20 439-0 375-6 63-2 15.5% 10-0 2.5% 53% False False 139,667
40 439-0 343-2 95-6 23.4% 8-5 2.1% 69% False False 118,469
60 439-0 343-2 95-6 23.4% 7-5 1.9% 69% False False 95,511
80 439-0 343-2 95-6 23.4% 7-4 1.8% 69% False False 84,594
100 439-0 343-2 95-6 23.4% 7-0 1.7% 69% False False 73,911
120 439-0 343-2 95-6 23.4% 6-5 1.6% 69% False False 65,724
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 454-4
2.618 440-1
1.618 431-3
1.000 426-0
0.618 422-5
HIGH 417-2
0.618 413-7
0.500 412-7
0.382 411-7
LOW 408-4
0.618 403-1
1.000 399-6
1.618 394-3
2.618 385-5
4.250 371-2
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 412-7 416-2
PP 411-5 413-7
S1 410-2 411-3

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

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