CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 426-0 431-4 5-4 1.3% 426-0
High 433-0 438-0 5-0 1.2% 449-6
Low 421-0 431-2 10-2 2.4% 412-6
Close 433-0 431-6 -1-2 -0.3% 433-0
Range 12-0 6-6 -5-2 -43.8% 37-0
ATR 10-0 9-6 -0-2 -2.3% 0-0
Volume 35,048 26,170 -8,878 -25.3% 122,781
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 453-7 449-5 435-4
R3 447-1 442-7 433-5
R2 440-3 440-3 433-0
R1 436-1 436-1 432-3 438-2
PP 433-5 433-5 433-5 434-6
S1 429-3 429-3 431-1 431-4
S2 426-7 426-7 430-4
S3 420-1 422-5 429-7
S4 413-3 415-7 428-0
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 8.6% 10-7 2.5% 51% False False 25,073
10 449-6 390-4 59-2 13.7% 9-7 2.3% 70% False False 21,345
20 449-6 390-4 59-2 13.7% 8-2 1.9% 70% False False 17,468
40 449-6 356-6 93-0 21.5% 6-5 1.5% 81% False False 12,474
60 449-6 356-6 93-0 21.5% 5-5 1.3% 81% False False 9,599
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 2-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 466-6
2.618 455-5
1.618 448-7
1.000 444-6
0.618 442-1
HIGH 438-0
0.618 435-3
0.500 434-5
0.382 433-7
LOW 431-2
0.618 427-1
1.000 424-4
1.618 420-3
2.618 413-5
4.250 402-4
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 434-5 435-3
PP 433-5 434-1
S1 432-6 433-0

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

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