CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 448-4 437-0 -11-4 -2.6% 440-4
High 449-4 449-0 -0-4 -0.1% 449-4
Low 438-2 437-0 -1-2 -0.3% 435-4
Close 441-2 448-6 7-4 1.7% 448-6
Range 11-2 12-0 0-6 6.7% 14-0
ATR 9-6 10-0 0-1 1.6% 0-0
Volume 21,887 32,880 10,993 50.2% 128,659
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 480-7 476-7 455-3
R3 468-7 464-7 452-0
R2 456-7 456-7 451-0
R1 452-7 452-7 449-7 454-7
PP 444-7 444-7 444-7 446-0
S1 440-7 440-7 447-5 442-7
S2 432-7 432-7 446-4
S3 420-7 428-7 445-4
S4 408-7 416-7 442-1
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 486-5 481-5 456-4
R3 472-5 467-5 452-5
R2 458-5 458-5 451-3
R1 453-5 453-5 450-0 456-1
PP 444-5 444-5 444-5 445-6
S1 439-5 439-5 447-4 442-1
S2 430-5 430-5 446-1
S3 416-5 425-5 444-7
S4 402-5 411-5 441-0
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 3.1% 9-7 2.2% 95% False False 25,731
10 449-4 420-0 29-4 6.6% 9-0 2.0% 97% False False 27,851
20 449-6 390-4 59-2 13.2% 9-3 2.1% 98% False False 23,959
40 449-6 356-6 93-0 20.7% 7-7 1.8% 99% False False 17,750
60 449-6 356-6 93-0 20.7% 6-5 1.5% 99% False False 13,307
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 1-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 500-0
2.618 480-3
1.618 468-3
1.000 461-0
0.618 456-3
HIGH 449-0
0.618 444-3
0.500 443-0
0.382 441-5
LOW 437-0
0.618 429-5
1.000 425-0
1.618 417-5
2.618 405-5
4.250 386-0
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 446-7 446-7
PP 444-7 445-1
S1 443-0 443-2

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

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