CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 459-0 459-0 0-0 0.0% 449-0
High 459-6 460-6 1-0 0.2% 453-0
Low 455-2 456-6 1-4 0.3% 429-4
Close 459-6 460-6 1-0 0.2% 449-2
Range 4-4 4-0 -0-4 -11.1% 23-4
ATR 9-3 9-0 -0-3 -4.1% 0-0
Volume 34,838 29,740 -5,098 -14.6% 138,983
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 471-3 470-1 463-0
R3 467-3 466-1 461-7
R2 463-3 463-3 461-4
R1 462-1 462-1 461-1 462-6
PP 459-3 459-3 459-3 459-6
S1 458-1 458-1 460-3 458-6
S2 455-3 455-3 460-0
S3 451-3 454-1 459-5
S4 447-3 450-1 458-4
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
5 460-6 448-4 12-2 2.7% 4-3 0.9% 100% True False 29,535
10 460-6 429-4 31-2 6.8% 6-1 1.3% 100% True False 29,474
20 460-6 420-0 40-6 8.8% 7-5 1.7% 100% True False 28,771
40 460-6 390-4 70-2 15.2% 7-5 1.6% 100% True False 22,290
60 460-6 356-6 104-0 22.6% 6-6 1.5% 100% True False 17,131
80 460-6 356-6 104-0 22.6% 6-1 1.3% 100% True False 13,751
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 477-6
2.618 471-2
1.618 467-2
1.000 464-6
0.618 463-2
HIGH 460-6
0.618 459-2
0.500 458-6
0.382 458-2
LOW 456-6
0.618 454-2
1.000 452-6
1.618 450-2
2.618 446-2
4.250 439-6
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 460-1 459-2
PP 459-3 457-7
S1 458-6 456-3

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

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