CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 479-4 474-6 -4-6 -1.0% 455-4
High 480-2 484-0 3-6 0.8% 478-0
Low 475-4 474-6 -0-6 -0.2% 452-0
Close 476-0 484-0 8-0 1.7% 477-6
Range 4-6 9-2 4-4 94.7% 26-0
ATR 9-0 9-1 0-0 0.2% 0-0
Volume 48,036 41,631 -6,405 -13.3% 155,759
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 508-5 505-5 489-1
R3 499-3 496-3 486-4
R2 490-1 490-1 485-6
R1 487-1 487-1 484-7 488-5
PP 480-7 480-7 480-7 481-6
S1 477-7 477-7 483-1 479-3
S2 471-5 471-5 482-2
S3 462-3 468-5 481-4
S4 453-1 459-3 478-7
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
5 484-0 456-6 27-2 5.6% 8-4 1.7% 100% True False 49,593
10 484-0 439-0 45-0 9.3% 6-7 1.4% 100% True False 40,490
20 484-0 426-0 58-0 12.0% 7-7 1.6% 100% True False 34,052
40 484-0 390-4 93-4 19.3% 8-0 1.7% 100% True False 26,484
60 484-0 356-6 127-2 26.3% 7-2 1.5% 100% True False 20,405
80 484-0 356-6 127-2 26.3% 6-2 1.3% 100% True False 16,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 523-2
2.618 508-2
1.618 499-0
1.000 493-2
0.618 489-6
HIGH 484-0
0.618 480-4
0.500 479-3
0.382 478-2
LOW 474-6
0.618 469-0
1.000 465-4
1.618 459-6
2.618 450-4
4.250 435-4
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 482-4 482-1
PP 480-7 480-3
S1 479-3 478-4

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

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