CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 489-0 487-4 -1-4 -0.3% 522-4
High 505-6 496-4 -9-2 -1.8% 523-4
Low 486-6 478-2 -8-4 -1.7% 495-2
Close 505-0 495-6 -9-2 -1.8% 521-6
Range 19-0 18-2 -0-6 -3.9% 28-2
ATR 12-5 13-5 1-0 8.0% 0-0
Volume 210,358 301,929 91,571 43.5% 1,006,092
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 544-7 538-5 505-6
R3 526-5 520-3 500-6
R2 508-3 508-3 499-1
R1 502-1 502-1 497-3 505-2
PP 490-1 490-1 490-1 491-6
S1 483-7 483-7 494-1 487-0
S2 471-7 471-7 492-3
S3 453-5 465-5 490-6
S4 435-3 447-3 485-6
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 598-2 588-2 537-2
R3 570-0 560-0 529-4
R2 541-6 541-6 526-7
R1 531-6 531-6 524-3 522-5
PP 513-4 513-4 513-4 509-0
S1 503-4 503-4 519-1 494-3
S2 485-2 485-2 516-5
S3 457-0 475-2 514-0
S4 428-6 447-0 506-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 523-4 478-2 45-2 9.1% 15-6 3.2% 39% False True 207,856
10 523-4 478-2 45-2 9.1% 14-1 2.9% 39% False True 210,884
20 523-4 443-4 80-0 16.1% 11-6 2.4% 65% False False 197,295
40 523-4 406-0 117-4 23.7% 10-6 2.2% 76% False False 182,381
60 523-4 375-6 147-6 29.8% 10-0 2.0% 81% False False 162,921
80 523-4 343-2 180-2 36.4% 9-2 1.9% 85% False False 144,071
100 523-4 343-2 180-2 36.4% 8-4 1.7% 85% False False 124,969
120 523-4 343-2 180-2 36.4% 8-2 1.7% 85% False False 112,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 574-0
2.618 544-2
1.618 526-0
1.000 514-6
0.618 507-6
HIGH 496-4
0.618 489-4
0.500 487-3
0.382 485-2
LOW 478-2
0.618 467-0
1.000 460-0
1.618 448-6
2.618 430-4
4.250 400-6
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 493-0 495-6
PP 490-1 495-5
S1 487-3 495-5

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

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