CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 435-6 442-4 6-6 1.5% 436-6
High 440-4 445-0 4-4 1.0% 440-4
Low 434-2 441-2 7-0 1.6% 415-4
Close 436-0 441-4 5-4 1.3% 436-0
Range 6-2 3-6 -2-4 -40.0% 25-0
ATR 11-1 11-0 -0-1 -1.4% 0-0
Volume 162,299 171,863 9,564 5.9% 713,321
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 453-7 451-3 443-4
R3 450-1 447-5 442-4
R2 446-3 446-3 442-2
R1 443-7 443-7 441-7 443-2
PP 442-5 442-5 442-5 442-2
S1 440-1 440-1 441-1 439-4
S2 438-7 438-7 440-6
S3 435-1 436-3 440-4
S4 431-3 432-5 439-4
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
5 445-0 415-4 29-4 6.7% 7-3 1.7% 88% True False 148,327
10 445-0 415-4 29-4 6.7% 8-5 2.0% 88% True False 151,738
20 445-0 399-4 45-4 10.3% 10-1 2.3% 92% True False 164,184
40 445-0 375-6 69-2 15.7% 9-2 2.1% 95% True False 141,980
60 445-0 343-2 101-6 23.0% 8-2 1.9% 97% True False 122,001
80 445-0 343-2 101-6 23.0% 7-6 1.8% 97% True False 103,712
100 445-0 343-2 101-6 23.0% 7-5 1.7% 97% True False 92,035
120 445-0 343-2 101-6 23.0% 7-1 1.6% 97% True False 81,221
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 1-4
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 461-0
2.618 454-7
1.618 451-1
1.000 448-6
0.618 447-3
HIGH 445-0
0.618 443-5
0.500 443-1
0.382 442-5
LOW 441-2
0.618 438-7
1.000 437-4
1.618 435-1
2.618 431-3
4.250 425-2
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 443-1 439-3
PP 442-5 437-3
S1 442-0 435-2

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

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