CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 522-4 508-0 -14-4 -2.8% 483-4
High 522-4 517-0 -5-4 -1.1% 517-2
Low 507-4 503-4 -4-0 -0.8% 480-2
Close 508-2 505-2 -3-0 -0.6% 513-2
Range 15-0 13-4 -1-4 -10.0% 37-0
ATR 11-1 11-2 0-1 1.6% 0-0
Volume 229,661 188,256 -41,405 -18.0% 955,365
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 549-1 540-5 512-5
R3 535-5 527-1 509-0
R2 522-1 522-1 507-6
R1 513-5 513-5 506-4 511-1
PP 508-5 508-5 508-5 507-2
S1 500-1 500-1 504-0 497-5
S2 495-1 495-1 502-6
S3 481-5 486-5 501-4
S4 468-1 473-1 497-7
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 614-5 600-7 533-5
R3 577-5 563-7 523-3
R2 540-5 540-5 520-0
R1 526-7 526-7 516-5 533-6
PP 503-5 503-5 503-5 507-0
S1 489-7 489-7 509-7 496-6
S2 466-5 466-5 506-4
S3 429-5 452-7 503-1
S4 392-5 415-7 492-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 522-4 489-6 32-6 6.5% 11-2 2.2% 47% False False 198,378
10 522-4 461-0 61-4 12.2% 10-4 2.1% 72% False False 194,704
20 522-4 415-4 107-0 21.2% 9-2 1.8% 84% False False 181,958
40 522-4 376-4 146-0 28.9% 10-0 2.0% 88% False False 170,494
60 522-4 343-2 179-2 35.5% 9-2 1.8% 90% False False 153,460
80 522-4 343-2 179-2 35.5% 8-4 1.7% 90% False False 130,630
100 522-4 343-2 179-2 35.5% 8-1 1.6% 90% False False 114,424
120 522-4 343-2 179-2 35.5% 7-6 1.5% 90% False False 102,294
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 2-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 574-3
2.618 552-3
1.618 538-7
1.000 530-4
0.618 525-3
HIGH 517-0
0.618 511-7
0.500 510-2
0.382 508-5
LOW 503-4
0.618 495-1
1.000 490-0
1.618 481-5
2.618 468-1
4.250 446-1
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 510-2 512-4
PP 508-5 510-1
S1 506-7 507-5

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

View Archives - Comment on this page... - Back to Index of Symbols