CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 443-0 426-0 -17-0 -3.8% 426-0
High 449-6 433-0 -16-6 -3.7% 449-6
Low 429-0 421-0 -8-0 -1.9% 412-6
Close 430-0 433-0 3-0 0.7% 433-0
Range 20-6 12-0 -8-6 -42.2% 37-0
ATR 9-7 10-0 0-1 1.5% 0-0
Volume 18,775 35,048 16,273 86.7% 122,781
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 465-0 461-0 439-5
R3 453-0 449-0 436-2
R2 441-0 441-0 435-2
R1 437-0 437-0 434-1 439-0
PP 429-0 429-0 429-0 430-0
S1 425-0 425-0 431-7 427-0
S2 417-0 417-0 430-6
S3 405-0 413-0 429-6
S4 393-0 401-0 426-3
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 542-7 524-7 453-3
R3 505-7 487-7 443-1
R2 468-7 468-7 439-6
R1 450-7 450-7 436-3 459-7
PP 431-7 431-7 431-7 436-2
S1 413-7 413-7 429-5 422-7
S2 394-7 394-7 426-2
S3 357-7 376-7 422-7
S4 320-7 339-7 412-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449-6 412-6 37-0 8.5% 12-0 2.8% 55% False False 24,556
10 449-6 390-4 59-2 13.7% 9-5 2.2% 72% False False 20,068
20 449-6 390-4 59-2 13.7% 8-0 1.9% 72% False False 16,748
40 449-6 356-6 93-0 21.5% 6-5 1.5% 82% False False 12,046
60 449-6 356-6 93-0 21.5% 5-5 1.3% 82% False False 9,247
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 True
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 484-0
2.618 464-3
1.618 452-3
1.000 445-0
0.618 440-3
HIGH 433-0
0.618 428-3
0.500 427-0
0.382 425-5
LOW 421-0
0.618 413-5
1.000 409-0
1.618 401-5
2.618 389-5
4.250 370-0
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 431-0 435-3
PP 429-0 434-5
S1 427-0 433-6

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

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