CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 473-0 479-4 6-4 1.4% 455-4
High 480-0 480-2 0-2 0.1% 478-0
Low 473-0 475-4 2-4 0.5% 452-0
Close 479-6 476-0 -3-6 -0.8% 477-6
Range 7-0 4-6 -2-2 -32.1% 26-0
ATR 9-3 9-0 -0-3 -3.5% 0-0
Volume 95,685 48,036 -47,649 -49.8% 155,759
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 491-4 488-4 478-5
R3 486-6 483-6 477-2
R2 482-0 482-0 476-7
R1 479-0 479-0 476-3 478-1
PP 477-2 477-2 477-2 476-6
S1 474-2 474-2 475-5 473-3
S2 472-4 472-4 475-1
S3 467-6 469-4 474-6
S4 463-0 464-6 473-3
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
5 480-2 455-2 25-0 5.3% 7-4 1.6% 83% True False 48,234
10 480-2 431-4 48-6 10.2% 6-4 1.4% 91% True False 39,180
20 480-2 420-0 60-2 12.7% 7-6 1.6% 93% True False 33,201
40 480-2 390-4 89-6 18.9% 8-0 1.7% 95% True False 25,820
60 480-2 356-6 123-4 25.9% 7-1 1.5% 97% True False 19,770
80 480-2 356-6 123-4 25.9% 6-2 1.3% 97% True False 15,801
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 500-4
2.618 492-5
1.618 487-7
1.000 485-0
0.618 483-1
HIGH 480-2
0.618 478-3
0.500 477-7
0.382 477-3
LOW 475-4
0.618 472-5
1.000 470-6
1.618 467-7
2.618 463-1
4.250 455-2
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 477-7 474-1
PP 477-2 472-3
S1 476-5 470-4

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

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