CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 462-0 472-4 10-4 2.3% 460-0
High 471-6 479-4 7-6 1.6% 479-4
Low 461-0 468-0 7-0 1.5% 459-6
Close 470-6 478-2 7-4 1.6% 478-2
Range 10-6 11-4 0-6 7.0% 19-6
ATR 10-2 10-3 0-1 0.8% 0-0
Volume 200,384 224,076 23,692 11.8% 883,495
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 509-6 505-4 484-5
R3 498-2 494-0 481-3
R2 486-6 486-6 480-3
R1 482-4 482-4 479-2 484-5
PP 475-2 475-2 475-2 476-2
S1 471-0 471-0 477-2 473-1
S2 463-6 463-6 476-1
S3 452-2 459-4 475-1
S4 440-6 448-0 471-7
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 531-6 524-6 489-1
R3 512-0 505-0 483-5
R2 492-2 492-2 481-7
R1 485-2 485-2 480-0 488-6
PP 472-4 472-4 472-4 474-2
S1 465-4 465-4 476-4 469-0
S2 452-6 452-6 474-5
S3 433-0 445-6 472-7
S4 413-2 426-0 467-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 479-4 446-0 33-4 7.0% 11-2 2.4% 96% True False 200,054
10 479-4 434-2 45-2 9.5% 8-2 1.7% 97% True False 185,841
20 479-4 415-4 64-0 13.4% 8-6 1.8% 98% True False 170,679
40 479-4 375-6 103-6 21.7% 9-4 2.0% 99% True False 156,935
60 479-4 343-2 136-2 28.5% 8-7 1.9% 99% True False 139,153
80 479-4 343-2 136-2 28.5% 8-1 1.7% 99% True False 117,241
100 479-4 343-2 136-2 28.5% 7-6 1.6% 99% True False 104,220
120 479-4 343-2 136-2 28.5% 7-4 1.6% 99% True False 92,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 528-3
2.618 509-5
1.618 498-1
1.000 491-0
0.618 486-5
HIGH 479-4
0.618 475-1
0.500 473-6
0.382 472-3
LOW 468-0
0.618 460-7
1.000 456-4
1.618 449-3
2.618 437-7
4.250 419-1
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 476-6 475-5
PP 475-2 472-7
S1 473-6 470-2

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

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