CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 422-0 428-0 6-0 1.4% 426-0
High 427-0 442-0 15-0 3.5% 449-6
Low 420-0 426-0 6-0 1.4% 412-6
Close 424-2 434-6 10-4 2.5% 433-0
Range 7-0 16-0 9-0 128.6% 37-0
ATR 9-4 10-1 0-5 6.1% 0-0
Volume 24,598 30,225 5,627 22.9% 122,781
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 482-2 474-4 443-4
R3 466-2 458-4 439-1
R2 450-2 450-2 437-5
R1 442-4 442-4 436-2 446-3
PP 434-2 434-2 434-2 436-2
S1 426-4 426-4 433-2 430-3
S2 418-2 418-2 431-7
S3 402-2 410-4 430-3
S4 386-2 394-4 426-0
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
5 442-0 420-0 22-0 5.1% 9-6 2.3% 67% True False 28,565
10 449-6 409-4 40-2 9.3% 10-5 2.4% 63% False False 24,965
20 449-6 390-4 59-2 13.6% 8-4 2.0% 75% False False 19,961
40 449-6 356-6 93-0 21.4% 7-1 1.7% 84% False False 14,211
60 449-6 356-6 93-0 21.4% 6-0 1.4% 84% False False 10,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 510-0
2.618 483-7
1.618 467-7
1.000 458-0
0.618 451-7
HIGH 442-0
0.618 435-7
0.500 434-0
0.382 432-1
LOW 426-0
0.618 416-1
1.000 410-0
1.618 400-1
2.618 384-1
4.250 358-0
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 434-4 433-4
PP 434-2 432-2
S1 434-0 431-0

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

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