CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 412-0 421-4 9-4 2.3% 404-4
High 419-4 423-0 3-4 0.8% 414-0
Low 409-4 411-4 2-0 0.5% 391-0
Close 418-4 414-2 -4-2 -1.0% 411-6
Range 10-0 11-4 1-4 15.0% 23-0
ATR 11-0 11-0 0-0 0.3% 0-0
Volume 74,660 63,715 -10,945 -14.7% 483,122
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 450-6 444-0 420-5
R3 439-2 432-4 417-3
R2 427-6 427-6 416-3
R1 421-0 421-0 415-2 418-5
PP 416-2 416-2 416-2 415-0
S1 409-4 409-4 413-2 407-1
S2 404-6 404-6 412-1
S3 393-2 398-0 411-1
S4 381-6 386-4 407-7
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 474-5 466-1 424-3
R3 451-5 443-1 418-1
R2 428-5 428-5 416-0
R1 420-1 420-1 413-7 424-3
PP 405-5 405-5 405-5 407-6
S1 397-1 397-1 409-5 401-3
S2 382-5 382-5 407-4
S3 359-5 374-1 405-3
S4 336-5 351-1 399-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-0 406-0 17-0 4.1% 9-3 2.3% 49% True False 65,889
10 423-0 391-0 32-0 7.7% 10-0 2.4% 73% True False 85,050
20 425-2 362-0 63-2 15.3% 10-3 2.5% 83% False False 80,419
40 425-2 333-0 92-2 22.3% 9-0 2.2% 88% False False 80,639
60 425-2 333-0 92-2 22.3% 7-7 1.9% 88% False False 71,801
80 425-2 333-0 92-2 22.3% 7-4 1.8% 88% False False 60,453
100 425-2 333-0 92-2 22.3% 7-0 1.7% 88% False False 52,910
120 425-2 333-0 92-2 22.3% 6-3 1.6% 88% False False 45,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 471-7
2.618 453-1
1.618 441-5
1.000 434-4
0.618 430-1
HIGH 423-0
0.618 418-5
0.500 417-2
0.382 415-7
LOW 411-4
0.618 404-3
1.000 400-0
1.618 392-7
2.618 381-3
4.250 362-5
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 417-2 414-6
PP 416-2 414-5
S1 415-2 414-3

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

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