CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 439-0 440-4 1-4 0.3% 431-4
High 442-0 445-6 3-6 0.8% 442-0
Low 438-0 435-4 -2-4 -0.6% 420-0
Close 440-4 436-2 -4-2 -1.0% 440-4
Range 4-0 10-2 6-2 156.3% 22-0
ATR 9-7 10-0 0-0 0.2% 0-0
Volume 42,080 18,363 -23,717 -56.4% 149,860
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 469-7 463-3 441-7
R3 459-5 453-1 439-1
R2 449-3 449-3 438-1
R1 442-7 442-7 437-2 441-0
PP 439-1 439-1 439-1 438-2
S1 432-5 432-5 435-2 430-6
S2 428-7 428-7 434-3
S3 418-5 422-3 433-3
S4 408-3 412-1 430-5
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
5 445-6 420-0 25-6 5.9% 8-7 2.0% 63% True False 28,410
10 449-6 412-6 37-0 8.5% 9-7 2.3% 64% False False 26,742
20 449-6 390-4 59-2 13.6% 8-4 2.0% 77% False False 21,286
40 449-6 356-6 93-0 21.3% 7-3 1.7% 85% False False 15,452
60 449-6 356-6 93-0 21.3% 6-1 1.4% 85% False False 11,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489-2
2.618 472-5
1.618 462-3
1.000 456-0
0.618 452-1
HIGH 445-6
0.618 441-7
0.500 440-5
0.382 439-3
LOW 435-4
0.618 429-1
1.000 425-2
1.618 418-7
2.618 408-5
4.250 392-0
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 440-5 436-1
PP 439-1 436-0
S1 437-6 435-7

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

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