CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 428-0 439-0 11-0 2.6% 431-4
High 442-0 442-0 0-0 0.0% 442-0
Low 426-0 438-0 12-0 2.8% 420-0
Close 434-6 440-4 5-6 1.3% 440-4
Range 16-0 4-0 -12-0 -75.0% 22-0
ATR 10-1 9-7 -0-2 -2.0% 0-0
Volume 30,225 42,080 11,855 39.2% 149,860
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 452-1 450-3 442-6
R3 448-1 446-3 441-5
R2 444-1 444-1 441-2
R1 442-3 442-3 440-7 443-2
PP 440-1 440-1 440-1 440-5
S1 438-3 438-3 440-1 439-2
S2 436-1 436-1 439-6
S3 432-1 434-3 439-3
S4 428-1 430-3 438-2
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 500-1 492-3 452-5
R3 478-1 470-3 446-4
R2 456-1 456-1 444-4
R1 448-3 448-3 442-4 452-2
PP 434-1 434-1 434-1 436-1
S1 426-3 426-3 438-4 430-2
S2 412-1 412-1 436-4
S3 390-1 404-3 434-4
S4 368-1 382-3 428-3
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 5.0% 8-2 1.9% 93% True False 29,972
10 449-6 412-6 37-0 8.4% 10-1 2.3% 75% False False 27,264
20 449-6 390-4 59-2 13.5% 8-4 1.9% 84% False False 21,131
40 449-6 356-6 93-0 21.1% 7-2 1.6% 90% False False 15,146
60 449-6 356-6 93-0 21.1% 6-0 1.4% 90% False False 11,471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-4
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 459-0
2.618 452-4
1.618 448-4
1.000 446-0
0.618 444-4
HIGH 442-0
0.618 440-4
0.500 440-0
0.382 439-4
LOW 438-0
0.618 435-4
1.000 434-0
1.618 431-4
2.618 427-4
4.250 421-0
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 440-3 437-3
PP 440-1 434-1
S1 440-0 431-0

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

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