CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 397-0 393-6 -3-2 -0.8% 401-0
High 400-0 400-0 0-0 0.0% 425-2
Low 393-0 391-0 -2-0 -0.5% 385-0
Close 393-4 395-4 2-0 0.5% 405-0
Range 7-0 9-0 2-0 28.6% 40-2
ATR 11-0 10-7 -0-1 -1.3% 0-0
Volume 90,389 112,329 21,940 24.3% 451,732
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 422-4 418-0 400-4
R3 413-4 409-0 398-0
R2 404-4 404-4 397-1
R1 400-0 400-0 396-3 402-2
PP 395-4 395-4 395-4 396-5
S1 391-0 391-0 394-5 393-2
S2 386-4 386-4 393-7
S3 377-4 382-0 393-0
S4 368-4 373-0 390-4
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
5 425-2 391-0 34-2 8.7% 12-5 3.2% 13% False True 105,387
10 425-2 375-4 49-6 12.6% 11-3 2.9% 40% False False 89,460
20 425-2 362-0 63-2 16.0% 9-4 2.4% 53% False False 77,891
40 425-2 333-0 92-2 23.3% 8-4 2.1% 68% False False 77,452
60 425-2 333-0 92-2 23.3% 7-3 1.9% 68% False False 66,156
80 425-2 333-0 92-2 23.3% 7-1 1.8% 68% False False 56,730
100 425-2 333-0 92-2 23.3% 6-5 1.7% 68% False False 48,684
120 425-2 333-0 92-2 23.3% 6-0 1.5% 68% False False 42,115
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 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 438-2
2.618 423-4
1.618 414-4
1.000 409-0
0.618 405-4
HIGH 400-0
0.618 396-4
0.500 395-4
0.382 394-4
LOW 391-0
0.618 385-4
1.000 382-0
1.618 376-4
2.618 367-4
4.250 352-6
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 395-4 401-0
PP 395-4 399-1
S1 395-4 397-3

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

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