CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 458-6 470-0 11-2 2.5% 449-4
High 464-4 471-4 7-0 1.5% 464-4
Low 454-0 468-0 14-0 3.1% 445-0
Close 464-0 469-2 5-2 1.1% 464-0
Range 10-4 3-4 -7-0 -66.7% 19-4
ATR 10-1 9-7 -0-1 -1.8% 0-0
Volume 10,508 7,543 -2,965 -28.2% 50,108
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 480-1 478-1 471-1
R3 476-5 474-5 470-2
R2 473-1 473-1 469-7
R1 471-1 471-1 469-5 470-3
PP 469-5 469-5 469-5 469-2
S1 467-5 467-5 468-7 466-7
S2 466-1 466-1 468-5
S3 462-5 464-1 468-2
S4 459-1 460-5 467-3
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 516-3 509-5 474-6
R3 496-7 490-1 469-3
R2 477-3 477-3 467-5
R1 470-5 470-5 465-6 474-0
PP 457-7 457-7 457-7 459-4
S1 451-1 451-1 462-2 454-4
S2 438-3 438-3 460-3
S3 418-7 431-5 458-5
S4 399-3 412-1 453-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471-4 445-0 26-4 5.6% 7-1 1.5% 92% True False 11,530
10 471-4 422-0 49-4 10.5% 8-0 1.7% 95% True False 25,868
20 471-4 400-0 71-4 15.2% 8-5 1.8% 97% True False 46,901
40 471-4 362-0 109-4 23.3% 9-1 2.0% 98% True False 63,251
60 471-4 333-0 138-4 29.5% 8-5 1.8% 98% True False 68,706
80 471-4 333-0 138-4 29.5% 7-7 1.7% 98% True False 63,294
100 471-4 333-0 138-4 29.5% 7-4 1.6% 98% True False 56,302
120 471-4 333-0 138-4 29.5% 7-0 1.5% 98% True False 49,872
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 1-5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 486-3
2.618 480-5
1.618 477-1
1.000 475-0
0.618 473-5
HIGH 471-4
0.618 470-1
0.500 469-6
0.382 469-3
LOW 468-0
0.618 465-7
1.000 464-4
1.618 462-3
2.618 458-7
4.250 453-1
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 469-6 465-7
PP 469-5 462-5
S1 469-3 459-2

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

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