CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 425-0 422-0 -3-0 -0.7% 426-0
High 430-0 427-0 -3-0 -0.7% 449-6
Low 422-6 420-0 -2-6 -0.7% 412-6
Close 423-0 424-2 1-2 0.3% 433-0
Range 7-2 7-0 -0-2 -3.4% 37-0
ATR 9-6 9-4 -0-2 -2.0% 0-0
Volume 26,787 24,598 -2,189 -8.2% 122,781
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 444-6 441-4 428-1
R3 437-6 434-4 426-1
R2 430-6 430-6 425-4
R1 427-4 427-4 424-7 429-1
PP 423-6 423-6 423-6 424-4
S1 420-4 420-4 423-5 422-1
S2 416-6 416-6 423-0
S3 409-6 413-4 422-3
S4 402-6 406-4 420-3
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
5 449-6 420-0 29-6 7.0% 10-6 2.5% 14% False True 26,275
10 449-6 402-6 47-0 11.1% 9-7 2.3% 46% False False 23,811
20 449-6 390-4 59-2 14.0% 8-2 1.9% 57% False False 18,916
40 449-6 356-6 93-0 21.9% 6-7 1.6% 73% False False 13,581
60 449-6 356-6 93-0 21.9% 5-6 1.4% 73% False False 10,339
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 456-6
2.618 445-3
1.618 438-3
1.000 434-0
0.618 431-3
HIGH 427-0
0.618 424-3
0.500 423-4
0.382 422-5
LOW 420-0
0.618 415-5
1.000 413-0
1.618 408-5
2.618 401-5
4.250 390-2
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 424-0 429-0
PP 423-6 427-3
S1 423-4 425-7

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

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