CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 459-0 460-6 1-6 0.4% 455-4
High 460-6 478-0 17-2 3.7% 478-0
Low 456-6 460-6 4-0 0.9% 452-0
Close 460-6 477-6 17-0 3.7% 477-6
Range 4-0 17-2 13-2 331.3% 26-0
ATR 9-0 9-5 0-5 6.6% 0-0
Volume 29,740 32,873 3,133 10.5% 155,759
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 523-7 518-1 487-2
R3 506-5 500-7 482-4
R2 489-3 489-3 480-7
R1 483-5 483-5 479-3 486-4
PP 472-1 472-1 472-1 473-5
S1 466-3 466-3 476-1 469-2
S2 454-7 454-7 474-5
S3 437-5 449-1 473-0
S4 420-3 431-7 468-2
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 547-2 538-4 492-0
R3 521-2 512-4 484-7
R2 495-2 495-2 482-4
R1 486-4 486-4 480-1 490-7
PP 469-2 469-2 469-2 471-4
S1 460-4 460-4 475-3 464-7
S2 443-2 443-2 473-0
S3 417-2 434-4 470-5
S4 391-2 408-4 463-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 478-0 452-0 26-0 5.4% 6-7 1.4% 99% True False 31,151
10 478-0 429-4 48-4 10.2% 6-6 1.4% 99% True False 29,474
20 478-0 420-0 58-0 12.1% 7-7 1.6% 100% True False 28,663
40 478-0 390-4 87-4 18.3% 8-0 1.7% 100% True False 22,705
60 478-0 356-6 121-2 25.4% 7-0 1.5% 100% True False 17,585
80 478-0 356-6 121-2 25.4% 6-1 1.3% 100% True False 14,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 551-2
2.618 523-1
1.618 505-7
1.000 495-2
0.618 488-5
HIGH 478-0
0.618 471-3
0.500 469-3
0.382 467-3
LOW 460-6
0.618 450-1
1.000 443-4
1.618 432-7
2.618 415-5
4.250 387-4
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 475-0 474-0
PP 472-1 470-3
S1 469-3 466-5

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

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