CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 447-2 460-0 12-6 2.9% 442-4
High 466-6 466-6 0-0 0.0% 466-6
Low 446-0 459-6 13-6 3.1% 438-0
Close 464-4 466-2 1-6 0.4% 464-4
Range 20-6 7-0 -13-6 -66.3% 28-6
ATR 10-7 10-4 -0-2 -2.5% 0-0
Volume 116,779 309,728 192,949 165.2% 812,619
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 485-2 482-6 470-1
R3 478-2 475-6 468-1
R2 471-2 471-2 467-4
R1 468-6 468-6 466-7 470-0
PP 464-2 464-2 464-2 464-7
S1 461-6 461-6 465-5 463-0
S2 457-2 457-2 465-0
S3 450-2 454-6 464-3
S4 443-2 447-6 462-3
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% 8-6 1.9% 98% True False 190,096
10 466-6 415-4 51-2 11.0% 8-1 1.7% 99% True False 169,211
20 466-6 406-0 60-6 13.0% 9-0 1.9% 99% True False 166,145
40 466-6 375-6 91-0 19.5% 9-4 2.0% 99% True False 150,732
60 466-6 343-2 123-4 26.5% 8-5 1.9% 100% True False 132,327
80 466-6 343-2 123-4 26.5% 7-7 1.7% 100% True False 111,664
100 466-6 343-2 123-4 26.5% 7-6 1.7% 100% True False 99,556
120 466-6 343-2 123-4 26.5% 7-3 1.6% 100% True False 88,116
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 496-4
2.618 485-1
1.618 478-1
1.000 473-6
0.618 471-1
HIGH 466-6
0.618 464-1
0.500 463-2
0.382 462-3
LOW 459-6
0.618 455-3
1.000 452-6
1.618 448-3
2.618 441-3
4.250 430-0
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 465-2 462-4
PP 464-2 458-7
S1 463-2 455-1

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

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