CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 460-0 466-4 6-4 1.4% 442-4
High 466-6 468-2 1-4 0.3% 466-6
Low 459-6 461-6 2-0 0.4% 438-0
Close 466-2 462-4 -3-6 -0.8% 464-4
Range 7-0 6-4 -0-4 -7.1% 28-6
ATR 10-4 10-2 -0-2 -2.7% 0-0
Volume 309,728 149,307 -160,421 -51.8% 812,619
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 483-5 479-5 466-1
R3 477-1 473-1 464-2
R2 470-5 470-5 463-6
R1 466-5 466-5 463-1 465-3
PP 464-1 464-1 464-1 463-4
S1 460-1 460-1 461-7 458-7
S2 457-5 457-5 461-2
S3 451-1 453-5 460-6
S4 444-5 447-1 458-7
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
5 468-2 442-0 26-2 5.7% 8-6 1.9% 78% True False 183,424
10 468-2 415-4 52-6 11.4% 7-7 1.7% 89% True False 173,777
20 468-2 406-0 62-2 13.5% 8-7 1.9% 91% True False 165,206
40 468-2 375-6 92-4 20.0% 9-4 2.0% 94% True False 152,437
60 468-2 343-2 125-0 27.0% 8-6 1.9% 95% True False 134,048
80 468-2 343-2 125-0 27.0% 7-7 1.7% 95% True False 112,935
100 468-2 343-2 125-0 27.0% 7-6 1.7% 95% True False 100,717
120 468-2 343-2 125-0 27.0% 7-3 1.6% 95% True False 89,127
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 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 495-7
2.618 485-2
1.618 478-6
1.000 474-6
0.618 472-2
HIGH 468-2
0.618 465-6
0.500 465-0
0.382 464-2
LOW 461-6
0.618 457-6
1.000 455-2
1.618 451-2
2.618 444-6
4.250 434-1
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 465-0 460-6
PP 464-1 458-7
S1 463-3 457-1

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

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