CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 426-0 415-0 -11-0 -2.6% 395-4
High 428-4 419-4 -9-0 -2.1% 418-4
Low 416-0 412-6 -3-2 -0.8% 390-4
Close 416-4 416-4 0-0 0.0% 418-6
Range 12-4 6-6 -5-6 -46.0% 28-0
ATR 8-7 8-6 -0-1 -1.7% 0-0
Volume 23,584 25,596 2,012 8.5% 77,899
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 436-4 433-2 420-2
R3 429-6 426-4 418-3
R2 423-0 423-0 417-6
R1 419-6 419-6 417-1 421-3
PP 416-2 416-2 416-2 417-0
S1 413-0 413-0 415-7 414-5
S2 409-4 409-4 415-2
S3 402-6 406-2 414-5
S4 396-0 399-4 412-6
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 493-2 484-0 434-1
R3 465-2 456-0 426-4
R2 437-2 437-2 423-7
R1 428-0 428-0 421-3 432-5
PP 409-2 409-2 409-2 411-4
S1 400-0 400-0 416-1 404-5
S2 381-2 381-2 413-5
S3 353-2 372-0 411-0
S4 325-2 344-0 403-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 428-4 396-6 31-6 7.6% 9-0 2.2% 62% False False 20,171
10 428-4 390-4 38-0 9.1% 7-4 1.8% 68% False False 16,535
20 428-4 390-4 38-0 9.1% 6-5 1.6% 68% False False 14,992
40 428-4 356-6 71-6 17.2% 5-6 1.4% 83% False False 10,624
60 428-4 356-6 71-6 17.2% 5-2 1.3% 83% False False 8,208
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 0-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 448-2
2.618 437-1
1.618 430-3
1.000 426-2
0.618 423-5
HIGH 419-4
0.618 416-7
0.500 416-1
0.382 415-3
LOW 412-6
0.618 408-5
1.000 406-0
1.618 401-7
2.618 395-1
4.250 384-0
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 416-3 419-0
PP 416-2 418-1
S1 416-1 417-3

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

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