CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 419-0 402-0 -17-0 -4.1% 401-0
High 425-2 405-2 -20-0 -4.7% 425-2
Low 400-0 392-4 -7-4 -1.9% 385-0
Close 403-4 405-0 1-4 0.4% 405-0
Range 25-2 12-6 -12-4 -49.5% 40-2
ATR 11-1 11-2 0-1 1.0% 0-0
Volume 139,645 96,390 -43,255 -31.0% 451,732
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 439-1 434-7 412-0
R3 426-3 422-1 408-4
R2 413-5 413-5 407-3
R1 409-3 409-3 406-1 411-4
PP 400-7 400-7 400-7 402-0
S1 396-5 396-5 403-7 398-6
S2 388-1 388-1 402-5
S3 375-3 383-7 401-4
S4 362-5 371-1 398-0
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 525-7 505-5 427-1
R3 485-5 465-3 416-1
R2 445-3 445-3 412-3
R1 425-1 425-1 408-6 435-2
PP 405-1 405-1 405-1 410-1
S1 384-7 384-7 401-2 395-0
S2 364-7 364-7 397-5
S3 324-5 344-5 393-7
S4 284-3 304-3 382-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425-2 385-0 40-2 9.9% 13-5 3.4% 50% False False 90,346
10 425-2 362-0 63-2 15.6% 11-2 2.8% 68% False False 78,604
20 425-2 362-0 63-2 15.6% 9-3 2.3% 68% False False 73,439
40 425-2 333-0 92-2 22.8% 8-1 2.0% 78% False False 75,005
60 425-2 333-0 92-2 22.8% 7-2 1.8% 78% False False 62,593
80 425-2 333-0 92-2 22.8% 7-1 1.8% 78% False False 54,059
100 425-2 333-0 92-2 22.8% 6-4 1.6% 78% False False 46,133
120 425-2 333-0 92-2 22.8% 5-7 1.4% 78% False False 39,781
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 459-4
2.618 438-5
1.618 425-7
1.000 418-0
0.618 413-1
HIGH 405-2
0.618 400-3
0.500 398-7
0.382 397-3
LOW 392-4
0.618 384-5
1.000 379-6
1.618 371-7
2.618 359-1
4.250 338-2
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 403-0 408-7
PP 400-7 407-5
S1 398-7 406-2

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

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