CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 460-6 473-0 12-2 2.7% 455-4
High 478-0 480-0 2-0 0.4% 478-0
Low 460-6 473-0 12-2 2.7% 452-0
Close 477-6 479-6 2-0 0.4% 477-6
Range 17-2 7-0 -10-2 -59.4% 26-0
ATR 9-5 9-3 -0-1 -1.9% 0-0
Volume 32,873 95,685 62,812 191.1% 155,759
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 498-5 496-1 483-5
R3 491-5 489-1 481-5
R2 484-5 484-5 481-0
R1 482-1 482-1 480-3 483-3
PP 477-5 477-5 477-5 478-2
S1 475-1 475-1 479-1 476-3
S2 470-5 470-5 478-4
S3 463-5 468-1 477-7
S4 456-5 461-1 475-7
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
5 480-0 452-0 28-0 5.8% 7-4 1.6% 99% True False 44,624
10 480-0 429-4 50-4 10.5% 6-6 1.4% 100% True False 37,001
20 480-0 420-0 60-0 12.5% 7-7 1.6% 100% True False 32,138
40 480-0 390-4 89-4 18.7% 8-0 1.7% 100% True False 24,803
60 480-0 356-6 123-2 25.7% 7-1 1.5% 100% True False 19,029
80 480-0 356-6 123-2 25.7% 6-2 1.3% 100% True False 15,234
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 509-6
2.618 498-3
1.618 491-3
1.000 487-0
0.618 484-3
HIGH 480-0
0.618 477-3
0.500 476-4
0.382 475-5
LOW 473-0
0.618 468-5
1.000 466-0
1.618 461-5
2.618 454-5
4.250 443-2
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 478-5 476-0
PP 477-5 472-1
S1 476-4 468-3

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

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