CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 435-4 425-0 -10-4 -2.4% 427-6
High 437-4 437-2 -0-2 -0.1% 437-4
Low 426-0 425-0 -1-0 -0.2% 421-4
Close 429-2 436-2 7-0 1.6% 436-2
Range 11-4 12-2 0-6 6.5% 16-0
ATR 11-0 11-1 0-1 0.8% 0-0
Volume 156,762 177,232 20,470 13.1% 747,311
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 469-5 465-1 443-0
R3 457-3 452-7 439-5
R2 445-1 445-1 438-4
R1 440-5 440-5 437-3 442-7
PP 432-7 432-7 432-7 434-0
S1 428-3 428-3 435-1 430-5
S2 420-5 420-5 434-0
S3 408-3 416-1 432-7
S4 396-1 403-7 429-4
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 479-6 474-0 445-0
R3 463-6 458-0 440-5
R2 447-6 447-6 439-1
R1 442-0 442-0 437-6 444-7
PP 431-6 431-6 431-6 433-2
S1 426-0 426-0 434-6 428-7
S2 415-6 415-6 433-3
S3 399-6 410-0 431-7
S4 383-6 394-0 427-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-4 421-4 16-0 3.7% 10-6 2.5% 92% False False 149,462
10 437-4 406-0 31-4 7.2% 10-1 2.3% 96% False False 166,258
20 439-0 375-6 63-2 14.5% 10-6 2.5% 96% False False 157,373
40 439-0 343-2 95-6 21.9% 9-2 2.1% 97% False False 137,883
60 439-0 343-2 95-6 21.9% 8-2 1.9% 97% False False 111,702
80 439-0 343-2 95-6 21.9% 7-6 1.8% 97% False False 96,622
100 439-0 343-2 95-6 21.9% 7-4 1.7% 97% False False 85,155
120 439-0 343-2 95-6 21.9% 7-0 1.6% 97% False False 75,124
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 2-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 489-2
2.618 469-3
1.618 457-1
1.000 449-4
0.618 444-7
HIGH 437-2
0.618 432-5
0.500 431-1
0.382 429-5
LOW 425-0
0.618 417-3
1.000 412-6
1.618 405-1
2.618 392-7
4.250 373-0
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 434-4 434-3
PP 432-7 432-5
S1 431-1 430-6

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

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