CME Pit-Traded Corn Future December 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 411-4 409-0 -2-4 -0.6% 415-4
High 417-2 415-0 -2-2 -0.5% 439-0
Low 408-4 406-0 -2-4 -0.6% 399-4
Close 409-0 411-0 2-0 0.5% 420-0
Range 8-6 9-0 0-2 2.9% 39-4
ATR 11-2 11-1 -0-1 -1.4% 0-0
Volume 168,090 136,246 -31,844 -18.9% 904,421
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 437-5 433-3 416-0
R3 428-5 424-3 413-4
R2 419-5 419-5 412-5
R1 415-3 415-3 411-7 417-4
PP 410-5 410-5 410-5 411-6
S1 406-3 406-3 410-1 408-4
S2 401-5 401-5 409-3
S3 392-5 397-3 408-4
S4 383-5 388-3 406-0
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 538-0 518-4 441-6
R3 498-4 479-0 430-7
R2 459-0 459-0 427-2
R1 439-4 439-4 423-5 449-2
PP 419-4 419-4 419-4 424-3
S1 400-0 400-0 416-3 409-6
S2 380-0 380-0 412-6
S3 340-4 360-4 409-1
S4 301-0 321-0 398-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 439-0 406-0 33-0 8.0% 13-0 3.2% 15% False True 180,763
10 439-0 390-2 48-6 11.9% 11-6 2.9% 43% False False 165,429
20 439-0 375-6 63-2 15.4% 10-1 2.5% 56% False False 139,850
40 439-0 343-2 95-6 23.3% 8-6 2.1% 71% False False 120,373
60 439-0 343-2 95-6 23.3% 7-5 1.9% 71% False False 97,012
80 439-0 343-2 95-6 23.3% 7-4 1.8% 71% False False 85,898
100 439-0 343-2 95-6 23.3% 7-1 1.7% 71% False False 74,878
120 439-0 343-2 95-6 23.3% 6-6 1.6% 71% False False 66,656
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
4.250 453-2
2.618 438-4
1.618 429-4
1.000 424-0
0.618 420-4
HIGH 415-0
0.618 411-4
0.500 410-4
0.382 409-4
LOW 406-0
0.618 400-4
1.000 397-0
1.618 391-4
2.618 382-4
4.250 367-6
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 410-7 415-6
PP 410-5 414-1
S1 410-4 412-5

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

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