CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 481-0 497-0 16-0 3.3% 460-0
High 495-4 497-4 2-0 0.4% 479-4
Low 480-2 492-0 11-6 2.4% 459-6
Close 495-0 495-2 0-2 0.1% 478-2
Range 15-2 5-4 -9-6 -63.9% 19-6
ATR 10-4 10-2 -0-3 -3.4% 0-0
Volume 210,743 149,036 -61,707 -29.3% 883,495
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 511-3 508-7 498-2
R3 505-7 503-3 496-6
R2 500-3 500-3 496-2
R1 497-7 497-7 495-6 496-3
PP 494-7 494-7 494-7 494-2
S1 492-3 492-3 494-6 490-7
S2 489-3 489-3 494-2
S3 483-7 486-7 493-6
S4 478-3 481-3 492-2
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
5 497-4 461-0 36-4 7.4% 9-4 1.9% 94% True False 190,977
10 497-4 442-0 55-4 11.2% 9-1 1.8% 96% True False 187,200
20 497-4 415-4 82-0 16.6% 8-6 1.8% 97% True False 172,074
40 497-4 375-6 121-6 24.6% 9-4 1.9% 98% True False 159,575
60 497-4 343-2 154-2 31.1% 8-7 1.8% 99% True False 144,632
80 497-4 343-2 154-2 31.1% 8-1 1.6% 99% True False 122,320
100 497-4 343-2 154-2 31.1% 7-7 1.6% 99% True False 108,206
120 497-4 343-2 154-2 31.1% 7-4 1.5% 99% True False 96,063
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 2 trading days
Fibonacci Retracements and Extensions
4.250 520-7
2.618 511-7
1.618 506-3
1.000 503-0
0.618 500-7
HIGH 497-4
0.618 495-3
0.500 494-6
0.382 494-1
LOW 492-0
0.618 488-5
1.000 486-4
1.618 483-1
2.618 477-5
4.250 468-5
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 495-1 493-1
PP 494-7 491-0
S1 494-6 488-7

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

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