CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 440-4 446-0 5-4 1.2% 436-6
High 444-4 447-2 2-6 0.6% 440-4
Low 438-0 442-0 4-0 0.9% 415-4
Close 439-2 446-6 7-4 1.7% 436-0
Range 6-4 5-2 -1-2 -19.2% 25-0
ATR 10-5 10-4 -0-2 -1.8% 0-0
Volume 182,670 194,768 12,098 6.6% 713,321
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 461-1 459-1 449-5
R3 455-7 453-7 448-2
R2 450-5 450-5 447-6
R1 448-5 448-5 447-2 449-5
PP 445-3 445-3 445-3 445-6
S1 443-3 443-3 446-2 444-3
S2 440-1 440-1 445-6
S3 434-7 438-1 445-2
S4 429-5 432-7 443-7
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
5 447-2 425-4 21-6 4.9% 6-2 1.4% 98% True False 167,329
10 447-2 415-4 31-6 7.1% 7-7 1.8% 98% True False 159,661
20 447-2 406-0 41-2 9.2% 9-6 2.2% 99% True False 167,467
40 447-2 375-6 71-4 16.0% 9-1 2.0% 99% True False 145,733
60 447-2 343-2 104-0 23.3% 8-3 1.9% 100% True False 126,329
80 447-2 343-2 104-0 23.3% 7-6 1.7% 100% True False 106,888
100 447-2 343-2 104-0 23.3% 7-5 1.7% 100% True False 95,089
120 447-2 343-2 104-0 23.3% 7-2 1.6% 100% True False 83,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 469-4
2.618 461-0
1.618 455-6
1.000 452-4
0.618 450-4
HIGH 447-2
0.618 445-2
0.500 444-5
0.382 444-0
LOW 442-0
0.618 438-6
1.000 436-6
1.618 433-4
2.618 428-2
4.250 419-6
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 446-0 445-3
PP 445-3 444-0
S1 444-5 442-5

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

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