CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 449-0 436-0 -13-0 -2.9% 440-4
High 450-0 437-4 -12-4 -2.8% 449-4
Low 444-0 429-4 -14-4 -3.3% 435-4
Close 446-2 434-2 -12-0 -2.7% 448-6
Range 6-0 8-0 2-0 33.3% 14-0
ATR 9-5 10-1 0-4 5.2% 0-0
Volume 20,416 26,245 5,829 28.6% 128,659
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 457-6 454-0 438-5
R3 449-6 446-0 436-4
R2 441-6 441-6 435-6
R1 438-0 438-0 435-0 435-7
PP 433-6 433-6 433-6 432-6
S1 430-0 430-0 433-4 427-7
S2 425-6 425-6 432-6
S3 417-6 422-0 432-0
S4 409-6 414-0 429-7
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
5 450-0 429-4 20-4 4.7% 9-0 2.1% 23% False True 26,464
10 450-0 420-0 30-0 6.9% 9-0 2.1% 48% False False 27,222
20 450-0 396-6 53-2 12.3% 9-4 2.2% 70% False False 24,981
40 450-0 356-6 93-2 21.5% 8-0 1.8% 83% False False 18,731
60 450-0 356-6 93-2 21.5% 6-5 1.5% 83% False False 13,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 471-4
2.618 458-4
1.618 450-4
1.000 445-4
0.618 442-4
HIGH 437-4
0.618 434-4
0.500 433-4
0.382 432-4
LOW 429-4
0.618 424-4
1.000 421-4
1.618 416-4
2.618 408-4
4.250 395-4
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 434-0 439-6
PP 433-6 437-7
S1 433-4 436-1

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

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