CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 425-4 435-6 10-2 2.4% 436-6
High 434-6 440-4 5-6 1.3% 440-4
Low 425-4 434-2 8-6 2.1% 415-4
Close 432-0 436-0 4-0 0.9% 436-0
Range 9-2 6-2 -3-0 -32.4% 25-0
ATR 11-3 11-1 -0-2 -1.8% 0-0
Volume 125,048 162,299 37,251 29.8% 713,321
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 455-5 452-1 439-4
R3 449-3 445-7 437-6
R2 443-1 443-1 437-1
R1 439-5 439-5 436-5 441-3
PP 436-7 436-7 436-7 437-6
S1 433-3 433-3 435-3 435-1
S2 430-5 430-5 434-7
S3 424-3 427-1 434-2
S4 418-1 420-7 432-4
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 505-5 495-7 449-6
R3 480-5 470-7 442-7
R2 455-5 455-5 440-5
R1 445-7 445-7 438-2 438-2
PP 430-5 430-5 430-5 426-7
S1 420-7 420-7 433-6 413-2
S2 405-5 405-5 431-3
S3 380-5 395-7 429-1
S4 355-5 370-7 422-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 440-4 415-4 25-0 5.7% 8-0 1.8% 82% True False 142,664
10 440-4 415-4 25-0 5.7% 9-3 2.2% 82% True False 146,063
20 440-4 399-4 41-0 9.4% 10-5 2.4% 89% True False 164,016
40 440-4 375-6 64-6 14.9% 9-2 2.1% 93% True False 141,453
60 440-4 343-2 97-2 22.3% 8-3 1.9% 95% True False 119,969
80 440-4 343-2 97-2 22.3% 7-7 1.8% 95% True False 102,127
100 440-4 343-2 97-2 22.3% 7-5 1.7% 95% True False 90,873
120 440-4 343-2 97-2 22.3% 7-1 1.6% 95% True False 80,064
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 1-7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 467-0
2.618 456-7
1.618 450-5
1.000 446-6
0.618 444-3
HIGH 440-4
0.618 438-1
0.500 437-3
0.382 436-5
LOW 434-2
0.618 430-3
1.000 428-0
1.618 424-1
2.618 417-7
4.250 407-6
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 437-3 433-3
PP 436-7 430-5
S1 436-4 428-0

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

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