CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 474-6 485-0 10-2 2.2% 473-0
High 484-0 492-0 8-0 1.7% 492-0
Low 474-6 481-0 6-2 1.3% 473-0
Close 484-0 491-2 7-2 1.5% 491-2
Range 9-2 11-0 1-6 18.9% 19-0
ATR 9-1 9-2 0-1 1.5% 0-0
Volume 41,631 86,268 44,637 107.2% 271,620
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 521-1 517-1 497-2
R3 510-1 506-1 494-2
R2 499-1 499-1 493-2
R1 495-1 495-1 492-2 497-1
PP 488-1 488-1 488-1 489-0
S1 484-1 484-1 490-2 486-1
S2 477-1 477-1 489-2
S3 466-1 473-1 488-2
S4 455-1 462-1 485-2
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 542-3 535-7 501-6
R3 523-3 516-7 496-4
R2 504-3 504-3 494-6
R1 497-7 497-7 493-0 501-1
PP 485-3 485-3 485-3 487-0
S1 478-7 478-7 489-4 482-1
S2 466-3 466-3 487-6
S3 447-3 459-7 486-0
S4 428-3 440-7 480-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 492-0 460-6 31-2 6.4% 9-7 2.0% 98% True False 60,898
10 492-0 448-4 43-4 8.9% 7-1 1.4% 98% True False 45,217
20 492-0 429-4 62-4 12.7% 7-5 1.6% 99% True False 36,855
40 492-0 390-4 101-4 20.7% 8-1 1.6% 99% True False 28,408
60 492-0 356-6 135-2 27.5% 7-3 1.5% 99% True False 21,759
80 492-0 356-6 135-2 27.5% 6-3 1.3% 99% True False 17,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 538-6
2.618 520-6
1.618 509-6
1.000 503-0
0.618 498-6
HIGH 492-0
0.618 487-6
0.500 486-4
0.382 485-2
LOW 481-0
0.618 474-2
1.000 470-0
1.618 463-2
2.618 452-2
4.250 434-2
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 489-5 488-5
PP 488-1 486-0
S1 486-4 483-3

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

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