CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 446-2 447-2 1-0 0.2% 442-4
High 448-0 466-6 18-6 4.2% 466-6
Low 443-4 446-0 2-4 0.6% 438-0
Close 447-4 464-4 17-0 3.8% 464-4
Range 4-4 20-6 16-2 361.1% 28-6
ATR 10-0 10-7 0-6 7.6% 0-0
Volume 146,539 116,779 -29,760 -20.3% 812,619
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 521-3 513-5 475-7
R3 500-5 492-7 470-2
R2 479-7 479-7 468-2
R1 472-1 472-1 466-3 476-0
PP 459-1 459-1 459-1 461-0
S1 451-3 451-3 462-5 455-2
S2 438-3 438-3 460-6
S3 417-5 430-5 458-6
S4 396-7 409-7 453-1
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 542-5 532-3 480-2
R3 513-7 503-5 472-3
R2 485-1 485-1 469-6
R1 474-7 474-7 467-1 480-0
PP 456-3 456-3 456-3 459-0
S1 446-1 446-1 461-7 451-2
S2 427-5 427-5 459-2
S3 398-7 417-3 456-5
S4 370-1 388-5 448-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 466-6 438-0 28-6 6.2% 8-1 1.8% 92% True False 162,523
10 466-6 415-4 51-2 11.0% 8-1 1.7% 96% True False 152,594
20 466-6 406-0 60-6 13.1% 9-1 2.0% 96% True False 159,426
40 466-6 375-6 91-0 19.6% 9-4 2.0% 98% True False 145,594
60 466-6 343-2 123-4 26.6% 8-5 1.9% 98% True False 128,438
80 466-6 343-2 123-4 26.6% 7-7 1.7% 98% True False 108,742
100 466-6 343-2 123-4 26.6% 7-6 1.7% 98% True False 96,966
120 466-6 343-2 123-4 26.6% 7-3 1.6% 98% True False 85,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 555-0
2.618 521-1
1.618 500-3
1.000 487-4
0.618 479-5
HIGH 466-6
0.618 458-7
0.500 456-3
0.382 453-7
LOW 446-0
0.618 433-1
1.000 425-2
1.618 412-3
2.618 391-5
4.250 357-6
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 461-6 461-1
PP 459-1 457-6
S1 456-3 454-3

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

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