CME Pit-Traded Corn Future December 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 472-4 483-4 11-0 2.3% 460-0
High 479-4 486-0 6-4 1.4% 479-4
Low 468-0 481-4 13-4 2.9% 459-6
Close 478-2 483-4 5-2 1.1% 478-2
Range 11-4 4-4 -7-0 -60.9% 19-6
ATR 10-3 10-2 -0-2 -1.8% 0-0
Volume 224,076 170,649 -53,427 -23.8% 883,495
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 497-1 494-7 486-0
R3 492-5 490-3 484-6
R2 488-1 488-1 484-3
R1 485-7 485-7 483-7 485-6
PP 483-5 483-5 483-5 483-5
S1 481-3 481-3 483-1 481-2
S2 479-1 479-1 482-5
S3 474-5 476-7 482-2
S4 470-1 472-3 481-0
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 531-6 524-6 489-1
R3 512-0 505-0 483-5
R2 492-2 492-2 481-7
R1 485-2 485-2 480-0 488-6
PP 472-4 472-4 472-4 474-2
S1 465-4 465-4 476-4 469-0
S2 452-6 452-6 474-5
S3 433-0 445-6 472-7
S4 413-2 426-0 467-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 486-0 459-6 26-2 5.4% 8-0 1.7% 90% True False 210,828
10 486-0 438-0 48-0 9.9% 8-1 1.7% 95% True False 186,676
20 486-0 415-4 70-4 14.6% 8-6 1.8% 96% True False 166,369
40 486-0 375-6 110-2 22.8% 9-3 1.9% 98% True False 156,599
60 486-0 343-2 142-6 29.5% 8-7 1.8% 98% True False 140,911
80 486-0 343-2 142-6 29.5% 8-0 1.7% 98% True False 118,940
100 486-0 343-2 142-6 29.5% 7-6 1.6% 98% True False 105,565
120 486-0 343-2 142-6 29.5% 7-4 1.5% 98% True False 93,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 505-1
2.618 497-6
1.618 493-2
1.000 490-4
0.618 488-6
HIGH 486-0
0.618 484-2
0.500 483-6
0.382 483-2
LOW 481-4
0.618 478-6
1.000 477-0
1.618 474-2
2.618 469-6
4.250 462-3
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 483-6 480-1
PP 483-5 476-7
S1 483-5 473-4

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

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