CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 454-0 459-0 5-0 1.1% 449-0
High 457-0 459-6 2-6 0.6% 453-0
Low 452-0 455-2 3-2 0.7% 429-4
Close 452-2 459-6 7-4 1.7% 449-2
Range 5-0 4-4 -0-4 -10.0% 23-4
ATR 9-4 9-3 -0-1 -1.5% 0-0
Volume 29,988 34,838 4,850 16.2% 138,983
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 471-6 470-2 462-2
R3 467-2 465-6 461-0
R2 462-6 462-6 460-5
R1 461-2 461-2 460-1 462-0
PP 458-2 458-2 458-2 458-5
S1 456-6 456-6 459-3 457-4
S2 453-6 453-6 458-7
S3 449-2 452-2 458-4
S4 444-6 447-6 457-2
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
5 459-6 439-0 20-6 4.5% 5-3 1.2% 100% True False 31,388
10 459-6 429-4 30-2 6.6% 6-7 1.5% 100% True False 28,689
20 459-6 420-0 39-6 8.6% 8-4 1.8% 100% True False 28,223
40 459-6 390-4 69-2 15.1% 7-5 1.7% 100% True False 21,835
60 459-6 356-6 103-0 22.4% 6-6 1.5% 100% True False 16,737
80 459-6 356-6 103-0 22.4% 6-0 1.3% 100% True False 13,421
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 478-7
2.618 471-4
1.618 467-0
1.000 464-2
0.618 462-4
HIGH 459-6
0.618 458-0
0.500 457-4
0.382 457-0
LOW 455-2
0.618 452-4
1.000 450-6
1.618 448-0
2.618 443-4
4.250 436-1
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 459-0 458-4
PP 458-2 457-1
S1 457-4 455-7

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

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