CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 371-0 375-4 4-4 1.2% 370-6
High 375-4 380-0 4-4 1.2% 384-2
Low 369-0 375-4 6-4 1.8% 367-4
Close 375-0 378-0 3-0 0.8% 384-0
Range 6-4 4-4 -2-0 -30.8% 16-6
ATR 6-4 6-3 -0-1 -1.7% 0-0
Volume 14,757 23,674 8,917 60.4% 134,186
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 391-3 389-1 380-4
R3 386-7 384-5 379-2
R2 382-3 382-3 378-7
R1 380-1 380-1 378-3 381-2
PP 377-7 377-7 377-7 378-3
S1 375-5 375-5 377-5 376-6
S2 373-3 373-3 377-1
S3 368-7 371-1 376-6
S4 364-3 366-5 375-4
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 428-7 423-1 393-2
R3 412-1 406-3 388-5
R2 395-3 395-3 387-1
R1 389-5 389-5 385-4 392-4
PP 378-5 378-5 378-5 380-0
S1 372-7 372-7 382-4 375-6
S2 361-7 361-7 380-7
S3 345-1 356-1 379-3
S4 328-3 339-3 374-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 384-2 367-2 17-0 4.5% 6-4 1.7% 63% False False 23,135
10 384-2 367-2 17-0 4.5% 5-5 1.5% 63% False False 24,533
20 384-4 365-6 18-6 5.0% 4-4 1.2% 65% False False 17,726
40 406-4 365-6 40-6 10.8% 3-6 1.0% 30% False False 13,559
60 406-4 365-6 40-6 10.8% 3-5 1.0% 30% False False 10,619
80 445-0 365-6 79-2 21.0% 3-4 0.9% 15% False False 8,913
100 445-0 365-6 79-2 21.0% 4-0 1.1% 15% False False 7,532
120 445-0 365-6 79-2 21.0% 4-3 1.2% 15% False False 6,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 399-1
2.618 391-6
1.618 387-2
1.000 384-4
0.618 382-6
HIGH 380-0
0.618 378-2
0.500 377-6
0.382 377-2
LOW 375-4
0.618 372-6
1.000 371-0
1.618 368-2
2.618 363-6
4.250 356-3
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 377-7 376-4
PP 377-7 375-1
S1 377-6 373-5

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

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