CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 396-6 403-4 6-6 1.7% 396-0
High 399-6 403-6 4-0 1.0% 397-0
Low 396-2 402-4 6-2 1.6% 387-2
Close 396-4 403-4 7-0 1.8% 390-6
Range 3-4 1-2 -2-2 -64.3% 9-6
ATR 5-6 5-7 0-1 1.8% 0-0
Volume 7,681 5,526 -2,155 -28.1% 14,540
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 407-0 406-4 404-2
R3 405-6 405-2 403-7
R2 404-4 404-4 403-6
R1 404-0 404-0 403-5 404-1
PP 403-2 403-2 403-2 403-2
S1 402-6 402-6 403-3 402-7
S2 402-0 402-0 403-2
S3 400-6 401-4 403-1
S4 399-4 400-2 402-6
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 420-7 415-5 396-1
R3 411-1 405-7 393-3
R2 401-3 401-3 392-4
R1 396-1 396-1 391-5 393-7
PP 391-5 391-5 391-5 390-4
S1 386-3 386-3 389-7 384-1
S2 381-7 381-7 389-0
S3 372-1 376-5 388-1
S4 362-3 366-7 385-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-6 387-2 16-4 4.1% 2-4 0.6% 98% True False 5,018
10 403-6 385-6 18-0 4.5% 2-3 0.6% 99% True False 4,998
20 403-6 378-0 25-6 6.4% 3-1 0.8% 99% True False 4,876
40 445-0 378-0 67-0 16.6% 3-2 0.8% 38% False False 4,387
60 445-0 378-0 67-0 16.6% 4-1 1.0% 38% False False 3,577
80 445-0 378-0 67-0 16.6% 4-5 1.2% 38% False False 3,217
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 0-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 409-0
2.618 407-0
1.618 405-6
1.000 405-0
0.618 404-4
HIGH 403-6
0.618 403-2
0.500 403-1
0.382 403-0
LOW 402-4
0.618 401-6
1.000 401-2
1.618 400-4
2.618 399-2
4.250 397-2
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 403-3 402-3
PP 403-2 401-1
S1 403-1 400-0

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

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