CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 508-0 510-4 2-4 0.5% 483-4
High 517-0 511-4 -5-4 -1.1% 517-2
Low 503-4 500-2 -3-2 -0.6% 480-2
Close 505-2 505-0 -0-2 0.0% 513-2
Range 13-4 11-2 -2-2 -16.7% 37-0
ATR 11-2 11-2 0-0 0.0% 0-0
Volume 188,256 191,775 3,519 1.9% 955,365
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 539-3 533-3 511-2
R3 528-1 522-1 508-1
R2 516-7 516-7 507-0
R1 510-7 510-7 506-0 508-2
PP 505-5 505-5 505-5 504-2
S1 499-5 499-5 504-0 497-0
S2 494-3 494-3 503-0
S3 483-1 488-3 501-7
S4 471-7 477-1 498-6
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% 12-3 2.4% 47% False False 206,925
10 522-4 461-0 61-4 12.2% 10-7 2.2% 72% False False 198,951
20 522-4 415-4 107-0 21.2% 9-3 1.9% 84% False False 186,364
40 522-4 382-2 140-2 27.8% 10-1 2.0% 88% False False 172,399
60 522-4 343-2 179-2 35.5% 9-3 1.9% 90% False False 155,797
80 522-4 343-2 179-2 35.5% 8-4 1.7% 90% False False 132,473
100 522-4 343-2 179-2 35.5% 8-1 1.6% 90% False False 115,568
120 522-4 343-2 179-2 35.5% 7-7 1.6% 90% False False 103,500
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 559-2
2.618 541-0
1.618 529-6
1.000 522-6
0.618 518-4
HIGH 511-4
0.618 507-2
0.500 505-7
0.382 504-4
LOW 500-2
0.618 493-2
1.000 489-0
1.618 482-0
2.618 470-6
4.250 452-4
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 505-7 511-3
PP 505-5 509-2
S1 505-2 507-1

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

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