CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 402-0 400-4 -1-4 -0.4% 401-0
High 405-4 407-6 2-2 0.6% 408-4
Low 398-4 400-4 2-0 0.5% 395-4
Close 399-2 408-0 8-6 2.2% 407-0
Range 7-0 7-2 0-2 3.6% 13-0
ATR 7-2 7-3 0-1 1.3% 0-0
Volume 7,349 15,075 7,726 105.1% 48,903
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 427-1 424-7 412-0
R3 419-7 417-5 410-0
R2 412-5 412-5 409-3
R1 410-3 410-3 408-5 411-4
PP 405-3 405-3 405-3 406-0
S1 403-1 403-1 407-3 404-2
S2 398-1 398-1 406-5
S3 390-7 395-7 406-0
S4 383-5 388-5 404-0
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
5 408-4 398-4 10-0 2.5% 5-1 1.3% 95% False False 12,399
10 408-4 377-6 30-6 7.5% 6-5 1.6% 98% False False 11,879
20 408-4 356-6 51-6 12.7% 5-5 1.4% 99% False False 8,246
40 408-4 356-6 51-6 12.7% 4-4 1.1% 99% False False 6,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 438-4
2.618 426-6
1.618 419-4
1.000 415-0
0.618 412-2
HIGH 407-6
0.618 405-0
0.500 404-1
0.382 403-2
LOW 400-4
0.618 396-0
1.000 393-2
1.618 388-6
2.618 381-4
4.250 369-6
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 406-6 406-3
PP 405-3 404-6
S1 404-1 403-1

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

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