CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 402-2 406-0 3-6 0.9% 401-0
High 408-2 408-4 0-2 0.1% 408-4
Low 402-2 406-0 3-6 0.9% 395-4
Close 408-0 407-0 -1-0 -0.2% 407-0
Range 6-0 2-4 -3-4 -58.3% 13-0
ATR 7-7 7-4 -0-3 -4.9% 0-0
Volume 11,551 16,237 4,686 40.6% 48,903
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 414-5 413-3 408-3
R3 412-1 410-7 407-6
R2 409-5 409-5 407-4
R1 408-3 408-3 407-2 409-0
PP 407-1 407-1 407-1 407-4
S1 405-7 405-7 406-6 406-4
S2 404-5 404-5 406-4
S3 402-1 403-3 406-2
S4 399-5 400-7 405-5
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 442-5 437-7 414-1
R3 429-5 424-7 410-5
R2 416-5 416-5 409-3
R1 411-7 411-7 408-2 414-2
PP 403-5 403-5 403-5 404-7
S1 398-7 398-7 405-6 401-2
S2 390-5 390-5 404-5
S3 377-5 385-7 403-3
S4 364-5 372-7 399-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 408-4 393-2 15-2 3.7% 5-0 1.2% 90% True False 11,931
10 408-4 356-6 51-6 12.7% 6-3 1.6% 97% True False 9,652
20 408-4 356-6 51-6 12.7% 5-2 1.3% 97% True False 7,344
40 408-4 356-6 51-6 12.7% 4-3 1.1% 97% True False 5,497
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 0-3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 419-1
2.618 415-0
1.618 412-4
1.000 411-0
0.618 410-0
HIGH 408-4
0.618 407-4
0.500 407-2
0.382 407-0
LOW 406-0
0.618 404-4
1.000 403-4
1.618 402-0
2.618 399-4
4.250 395-3
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 407-2 405-4
PP 407-1 404-0
S1 407-1 402-4

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

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