CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 427-6 424-2 -3-4 -0.8% 418-6
High 432-4 431-2 -1-2 -0.3% 429-2
Low 421-4 422-2 0-6 0.2% 406-0
Close 422-6 430-0 7-2 1.7% 427-2
Range 11-0 9-0 -2-0 -18.2% 23-2
ATR 11-2 11-1 -0-1 -1.4% 0-0
Volume 115,110 130,568 15,458 13.4% 915,272
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 454-7 451-3 435-0
R3 445-7 442-3 432-4
R2 436-7 436-7 431-5
R1 433-3 433-3 430-7 435-1
PP 427-7 427-7 427-7 428-6
S1 424-3 424-3 429-1 426-1
S2 418-7 418-7 428-3
S3 409-7 415-3 427-4
S4 400-7 406-3 425-0
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 490-5 482-1 440-0
R3 467-3 458-7 433-5
R2 444-1 444-1 431-4
R1 435-5 435-5 429-3 439-7
PP 420-7 420-7 420-7 423-0
S1 412-3 412-3 425-1 416-5
S2 397-5 397-5 423-0
S3 374-3 389-1 420-7
S4 351-1 365-7 414-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 432-4 406-0 26-4 6.2% 10-0 2.3% 91% False False 163,505
10 439-0 406-0 33-0 7.7% 11-4 2.7% 73% False False 170,332
20 439-0 375-6 63-2 14.7% 10-3 2.4% 86% False False 147,076
40 439-0 343-2 95-6 22.3% 8-7 2.1% 91% False False 130,911
60 439-0 343-2 95-6 22.3% 7-7 1.8% 91% False False 105,735
80 439-0 343-2 95-6 22.3% 7-5 1.8% 91% False False 92,239
100 439-0 343-2 95-6 22.3% 7-2 1.7% 91% False False 80,860
120 439-0 343-2 95-6 22.3% 6-7 1.6% 91% False False 71,537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 469-4
2.618 454-6
1.618 445-6
1.000 440-2
0.618 436-6
HIGH 431-2
0.618 427-6
0.500 426-6
0.382 425-6
LOW 422-2
0.618 416-6
1.000 413-2
1.618 407-6
2.618 398-6
4.250 384-0
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 428-7 429-0
PP 427-7 428-0
S1 426-6 427-0

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

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