CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 478-6 491-0 12-2 2.6% 522-0
High 492-2 493-0 0-6 0.2% 522-0
Low 478-2 487-4 9-2 1.9% 465-6
Close 491-0 488-4 -2-4 -0.5% 465-6
Range 14-0 5-4 -8-4 -60.7% 56-2
ATR 15-3 14-5 -0-6 -4.6% 0-0
Volume 205,951 139,491 -66,460 -32.3% 1,131,870
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 506-1 502-7 491-4
R3 500-5 497-3 490-0
R2 495-1 495-1 489-4
R1 491-7 491-7 489-0 490-6
PP 489-5 489-5 489-5 489-1
S1 486-3 486-3 488-0 485-2
S2 484-1 484-1 487-4
S3 478-5 480-7 487-0
S4 473-1 475-3 485-4
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 653-2 615-6 496-6
R3 597-0 559-4 481-2
R2 540-6 540-6 476-0
R1 503-2 503-2 470-7 493-7
PP 484-4 484-4 484-4 479-6
S1 447-0 447-0 460-5 437-5
S2 428-2 428-2 455-4
S3 372-0 390-6 450-2
S4 315-6 334-4 434-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 496-4 456-0 40-4 8.3% 15-0 3.1% 80% False False 230,134
10 523-4 456-0 67-4 13.8% 14-3 3.0% 48% False False 208,278
20 523-4 456-0 67-4 13.8% 12-5 2.6% 48% False False 203,615
40 523-4 406-0 117-4 24.1% 10-6 2.2% 70% False False 184,410
60 523-4 375-6 147-6 30.2% 10-4 2.2% 76% False False 169,496
80 523-4 343-2 180-2 36.9% 9-6 2.0% 81% False False 151,440
100 523-4 343-2 180-2 36.9% 8-7 1.8% 81% False False 131,071
120 523-4 343-2 180-2 36.9% 8-5 1.8% 81% False False 117,866
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 2-1
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 516-3
2.618 507-3
1.618 501-7
1.000 498-4
0.618 496-3
HIGH 493-0
0.618 490-7
0.500 490-2
0.382 489-5
LOW 487-4
0.618 484-1
1.000 482-0
1.618 478-5
2.618 473-1
4.250 464-1
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 490-2 483-7
PP 489-5 479-1
S1 489-1 474-4

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

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