CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 522-0 508-4 -13-4 -2.6% 522-4
High 522-0 513-0 -9-0 -1.7% 523-4
Low 511-0 499-6 -11-2 -2.2% 495-2
Close 512-6 500-0 -12-6 -2.5% 521-6
Range 11-0 13-2 2-2 20.5% 28-2
ATR 12-0 12-1 0-1 0.7% 0-0
Volume 178,911 146,449 -32,462 -18.1% 1,006,092
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 544-0 535-2 507-2
R3 530-6 522-0 503-5
R2 517-4 517-4 502-3
R1 508-6 508-6 501-2 506-4
PP 504-2 504-2 504-2 503-1
S1 495-4 495-4 498-6 493-2
S2 491-0 491-0 497-5
S3 477-6 482-2 496-3
S4 464-4 469-0 492-6
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 5.7% 12-2 2.5% 17% False False 182,707
10 523-4 489-6 33-6 6.8% 11-6 2.3% 30% False False 190,542
20 523-4 438-0 85-4 17.1% 10-4 2.1% 73% False False 190,553
40 523-4 399-4 124-0 24.8% 10-2 2.1% 81% False False 177,369
60 523-4 375-6 147-6 29.6% 9-5 1.9% 84% False False 158,171
80 523-4 343-2 180-2 36.1% 8-7 1.8% 87% False False 139,139
100 523-4 343-2 180-2 36.1% 8-2 1.7% 87% False False 121,080
120 523-4 343-2 180-2 36.1% 8-1 1.6% 87% False False 108,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 569-2
2.618 547-6
1.618 534-4
1.000 526-2
0.618 521-2
HIGH 513-0
0.618 508-0
0.500 506-3
0.382 504-6
LOW 499-6
0.618 491-4
1.000 486-4
1.618 478-2
2.618 465-0
4.250 443-4
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 506-3 511-5
PP 504-2 507-6
S1 502-1 503-7

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

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