CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 439-4 448-4 9-0 2.0% 431-4
High 447-0 449-4 2-4 0.6% 442-0
Low 439-0 438-2 -0-6 -0.2% 420-0
Close 446-0 441-2 -4-6 -1.1% 440-4
Range 8-0 11-2 3-2 40.6% 22-0
ATR 9-5 9-6 0-1 1.2% 0-0
Volume 30,894 21,887 -9,007 -29.2% 149,860
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 476-6 470-2 447-4
R3 465-4 459-0 444-3
R2 454-2 454-2 443-2
R1 447-6 447-6 442-2 445-3
PP 443-0 443-0 443-0 441-6
S1 436-4 436-4 440-2 434-1
S2 431-6 431-6 439-2
S3 420-4 425-2 438-1
S4 409-2 414-0 435-0
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
5 449-4 435-4 14-0 3.2% 8-2 1.9% 41% True False 27,571
10 449-4 420-0 29-4 6.7% 9-0 2.1% 72% True False 28,068
20 449-6 390-4 59-2 13.4% 9-1 2.1% 86% False False 23,330
40 449-6 356-6 93-0 21.1% 7-5 1.7% 91% False False 17,018
60 449-6 356-6 93-0 21.1% 6-3 1.5% 91% False False 12,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 497-2
2.618 479-0
1.618 467-6
1.000 460-6
0.618 456-4
HIGH 449-4
0.618 445-2
0.500 443-7
0.382 442-4
LOW 438-2
0.618 431-2
1.000 427-0
1.618 420-0
2.618 408-6
4.250 390-4
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 443-7 442-6
PP 443-0 442-2
S1 442-1 441-6

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

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