CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 506-2 522-0 15-6 3.1% 522-4
High 523-4 522-0 -1-4 -0.3% 523-4
Low 506-2 511-0 4-6 0.9% 495-2
Close 521-6 512-6 -9-0 -1.7% 521-6
Range 17-2 11-0 -6-2 -36.2% 28-2
ATR 12-1 12-0 -0-1 -0.6% 0-0
Volume 201,635 178,911 -22,724 -11.3% 1,006,092
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 548-2 541-4 518-6
R3 537-2 530-4 515-6
R2 526-2 526-2 514-6
R1 519-4 519-4 513-6 517-3
PP 515-2 515-2 515-2 514-2
S1 508-4 508-4 511-6 506-3
S2 504-2 504-2 510-6
S3 493-2 497-4 509-6
S4 482-2 486-4 506-6
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 5.5% 12-2 2.4% 62% False False 191,068
10 523-4 480-2 43-2 8.4% 11-7 2.3% 75% False False 196,971
20 523-4 438-0 85-4 16.7% 10-0 2.0% 87% False False 191,824
40 523-4 399-4 124-0 24.2% 10-3 2.0% 91% False False 177,920
60 523-4 375-6 147-6 28.8% 9-4 1.9% 93% False False 158,243
80 523-4 343-2 180-2 35.2% 8-6 1.7% 94% False False 137,933
100 523-4 343-2 180-2 35.2% 8-2 1.6% 94% False False 120,066
120 523-4 343-2 180-2 35.2% 8-0 1.6% 94% False False 107,698
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 568-6
2.618 550-6
1.618 539-6
1.000 533-0
0.618 528-6
HIGH 522-0
0.618 517-6
0.500 516-4
0.382 515-2
LOW 511-0
0.618 504-2
1.000 500-0
1.618 493-2
2.618 482-2
4.250 464-2
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 516-4 511-5
PP 515-2 510-4
S1 514-0 509-3

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

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