CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 425-0 436-6 11-6 2.8% 427-6
High 437-2 437-2 0-0 0.0% 437-4
Low 425-0 430-4 5-4 1.3% 421-4
Close 436-2 432-6 -3-4 -0.8% 436-2
Range 12-2 6-6 -5-4 -44.9% 16-0
ATR 11-1 10-7 -0-3 -2.8% 0-0
Volume 177,232 143,549 -33,683 -19.0% 747,311
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 453-6 450-0 436-4
R3 447-0 443-2 434-5
R2 440-2 440-2 434-0
R1 436-4 436-4 433-3 435-0
PP 433-4 433-4 433-4 432-6
S1 429-6 429-6 432-1 428-2
S2 426-6 426-6 431-4
S3 420-0 423-0 430-7
S4 413-2 416-2 429-0
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 479-6 474-0 445-0
R3 463-6 458-0 440-5
R2 447-6 447-6 439-1
R1 442-0 442-0 437-6 444-7
PP 431-6 431-6 431-6 433-2
S1 426-0 426-0 434-6 428-7
S2 415-6 415-6 433-3
S3 399-6 410-0 431-7
S4 383-6 394-0 427-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-4 422-2 15-2 3.5% 9-7 2.3% 69% False False 155,150
10 437-4 406-0 31-4 7.3% 9-7 2.3% 85% False False 163,079
20 439-0 376-4 62-4 14.4% 10-6 2.5% 90% False False 159,031
40 439-0 343-2 95-6 22.1% 9-3 2.2% 93% False False 139,210
60 439-0 343-2 95-6 22.1% 8-2 1.9% 93% False False 113,521
80 439-0 343-2 95-6 22.1% 7-6 1.8% 93% False False 97,541
100 439-0 343-2 95-6 22.1% 7-4 1.7% 93% False False 86,361
120 439-0 343-2 95-6 22.1% 7-0 1.6% 93% False False 76,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 466-0
2.618 454-7
1.618 448-1
1.000 444-0
0.618 441-3
HIGH 437-2
0.618 434-5
0.500 433-7
0.382 433-1
LOW 430-4
0.618 426-3
1.000 423-6
1.618 419-5
2.618 412-7
4.250 401-6
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 433-7 432-2
PP 433-4 431-6
S1 433-1 431-2

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

View Archives - Comment on this page... - Back to Index of Symbols