CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 422-0 408-0 -14-0 -3.3% 413-0
High 422-0 409-0 -13-0 -3.1% 423-0
Low 415-4 400-0 -15-4 -3.7% 406-0
Close 417-2 405-2 -12-0 -2.9% 421-2
Range 6-4 9-0 2-4 38.5% 17-0
ATR 10-6 11-2 0-4 4.3% 0-0
Volume 52,900 91,083 38,183 72.2% 329,723
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 431-6 427-4 410-2
R3 422-6 418-4 407-6
R2 413-6 413-6 406-7
R1 409-4 409-4 406-1 407-1
PP 404-6 404-6 404-6 403-4
S1 400-4 400-4 404-3 398-1
S2 395-6 395-6 403-5
S3 386-6 391-4 402-6
S4 377-6 382-4 400-2
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 467-6 461-4 430-5
R3 450-6 444-4 425-7
R2 433-6 433-6 424-3
R1 427-4 427-4 422-6 430-5
PP 416-6 416-6 416-6 418-2
S1 410-4 410-4 419-6 413-5
S2 399-6 399-6 418-1
S3 382-6 393-4 416-5
S4 365-6 376-4 411-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-0 400-0 23-0 5.7% 9-6 2.4% 23% False True 68,218
10 423-0 391-0 32-0 7.9% 9-7 2.4% 45% False False 77,825
20 425-2 368-2 57-0 14.1% 10-6 2.6% 65% False False 80,449
40 425-2 333-0 92-2 22.8% 9-2 2.3% 78% False False 80,776
60 425-2 333-0 92-2 22.8% 8-0 2.0% 78% False False 73,854
80 425-2 333-0 92-2 22.8% 7-5 1.9% 78% False False 61,438
100 425-2 333-0 92-2 22.8% 7-2 1.8% 78% False False 54,467
120 425-2 333-0 92-2 22.8% 6-5 1.6% 78% False False 47,211
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 447-2
2.618 432-4
1.618 423-4
1.000 418-0
0.618 414-4
HIGH 409-0
0.618 405-4
0.500 404-4
0.382 403-4
LOW 400-0
0.618 394-4
1.000 391-0
1.618 385-4
2.618 376-4
4.250 361-6
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 405-0 411-0
PP 404-6 409-1
S1 404-4 407-1

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

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