CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 448-6 455-4 6-6 1.5% 449-0
High 453-0 458-0 5-0 1.1% 453-0
Low 448-4 454-2 5-6 1.3% 429-4
Close 449-2 454-4 5-2 1.2% 449-2
Range 4-4 3-6 -0-6 -16.7% 23-4
ATR 10-0 9-7 -0-1 -0.9% 0-0
Volume 24,791 28,320 3,529 14.2% 138,983
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 466-7 464-3 456-4
R3 463-1 460-5 455-4
R2 459-3 459-3 455-2
R1 456-7 456-7 454-7 456-2
PP 455-5 455-5 455-5 455-2
S1 453-1 453-1 454-1 452-4
S2 451-7 451-7 453-6
S3 448-1 449-3 453-4
S4 444-3 445-5 452-4
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 514-3 505-3 462-1
R3 490-7 481-7 455-6
R2 467-3 467-3 453-4
R1 458-3 458-3 451-3 462-7
PP 443-7 443-7 443-7 446-2
S1 434-7 434-7 447-1 439-3
S2 420-3 420-3 445-0
S3 396-7 411-3 442-6
S4 373-3 387-7 436-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458-0 429-4 28-4 6.3% 6-0 1.3% 88% True False 29,377
10 458-0 429-4 28-4 6.3% 7-4 1.7% 88% True False 27,759
20 458-0 412-6 45-2 10.0% 8-6 1.9% 92% True False 27,250
40 458-0 390-4 67-4 14.9% 7-5 1.7% 95% True False 20,742
60 458-0 356-6 101-2 22.3% 6-6 1.5% 97% True False 15,798
80 458-0 356-6 101-2 22.3% 6-1 1.3% 97% True False 12,691
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 0-6
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 474-0
2.618 467-7
1.618 464-1
1.000 461-6
0.618 460-3
HIGH 458-0
0.618 456-5
0.500 456-1
0.382 455-5
LOW 454-2
0.618 451-7
1.000 450-4
1.618 448-1
2.618 444-3
4.250 438-2
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 456-1 452-4
PP 455-5 450-4
S1 455-0 448-4

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

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