CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 404-4 397-0 -7-4 -1.9% 401-0
High 411-0 400-0 -11-0 -2.7% 425-2
Low 402-0 393-0 -9-0 -2.2% 385-0
Close 403-0 393-4 -9-4 -2.4% 405-0
Range 9-0 7-0 -2-0 -22.2% 40-2
ATR 11-1 11-0 -0-1 -0.7% 0-0
Volume 88,185 90,389 2,204 2.5% 451,732
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 416-4 412-0 397-3
R3 409-4 405-0 395-3
R2 402-4 402-4 394-6
R1 398-0 398-0 394-1 396-6
PP 395-4 395-4 395-4 394-7
S1 391-0 391-0 392-7 389-6
S2 388-4 388-4 392-2
S3 381-4 384-0 391-5
S4 374-4 377-0 389-5
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
5 425-2 392-4 32-6 8.3% 12-3 3.2% 3% False False 96,665
10 425-2 368-2 57-0 14.5% 11-4 2.9% 44% False False 83,073
20 425-2 362-0 63-2 16.1% 9-4 2.4% 50% False False 76,097
40 425-2 333-0 92-2 23.4% 8-3 2.1% 66% False False 75,883
60 425-2 333-0 92-2 23.4% 7-3 1.9% 66% False False 64,596
80 425-2 333-0 92-2 23.4% 7-1 1.8% 66% False False 55,603
100 425-2 333-0 92-2 23.4% 6-4 1.7% 66% False False 47,690
120 425-2 333-0 92-2 23.4% 5-7 1.5% 66% False False 41,221
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 2-6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 429-6
2.618 418-3
1.618 411-3
1.000 407-0
0.618 404-3
HIGH 400-0
0.618 397-3
0.500 396-4
0.382 395-5
LOW 393-0
0.618 388-5
1.000 386-0
1.618 381-5
2.618 374-5
4.250 363-2
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 396-4 401-6
PP 395-4 399-0
S1 394-4 396-2

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

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