CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 498-0 506-2 8-2 1.7% 522-4
High 503-6 523-4 19-6 3.9% 523-4
Low 495-2 506-2 11-0 2.2% 495-2
Close 499-2 521-6 22-4 4.5% 521-6
Range 8-4 17-2 8-6 102.9% 28-2
ATR 11-1 12-1 0-7 8.4% 0-0
Volume 194,765 201,635 6,870 3.5% 1,006,092
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 568-7 562-5 531-2
R3 551-5 545-3 526-4
R2 534-3 534-3 524-7
R1 528-1 528-1 523-3 531-2
PP 517-1 517-1 517-1 518-6
S1 510-7 510-7 520-1 514-0
S2 499-7 499-7 518-5
S3 482-5 493-5 517-0
S4 465-3 476-3 512-2
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 598-2 588-2 537-2
R3 570-0 560-0 529-4
R2 541-6 541-6 526-7
R1 531-6 531-6 524-3 522-5
PP 513-4 513-4 513-4 509-0
S1 503-4 503-4 519-1 494-3
S2 485-2 485-2 516-5
S3 457-0 475-2 514-0
S4 428-6 447-0 506-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 523-4 495-2 28-2 5.4% 13-1 2.5% 94% True False 201,218
10 523-4 480-2 43-2 8.3% 11-2 2.2% 96% True False 196,145
20 523-4 434-2 89-2 17.1% 9-6 1.9% 98% True False 190,993
40 523-4 396-6 126-6 24.3% 10-2 2.0% 99% True False 176,854
60 523-4 371-0 152-4 29.2% 9-5 1.8% 99% True False 158,880
80 523-4 343-2 180-2 34.5% 8-5 1.7% 99% True False 136,242
100 523-4 343-2 180-2 34.5% 8-2 1.6% 99% True False 118,677
120 523-4 343-2 180-2 34.5% 8-0 1.5% 99% True False 106,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 596-6
2.618 568-5
1.618 551-3
1.000 540-6
0.618 534-1
HIGH 523-4
0.618 516-7
0.500 514-7
0.382 512-7
LOW 506-2
0.618 495-5
1.000 489-0
1.618 478-3
2.618 461-1
4.250 433-0
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 519-4 517-5
PP 517-1 513-4
S1 514-7 509-3

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

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