CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 485-0 496-0 11-0 2.3% 473-0
High 492-0 498-4 6-4 1.3% 492-0
Low 481-0 494-6 13-6 2.9% 473-0
Close 491-2 496-6 5-4 1.1% 491-2
Range 11-0 3-6 -7-2 -65.9% 19-0
ATR 9-2 9-1 -0-1 -1.5% 0-0
Volume 86,268 77,657 -8,611 -10.0% 271,620
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 507-7 506-1 498-6
R3 504-1 502-3 497-6
R2 500-3 500-3 497-4
R1 498-5 498-5 497-1 499-4
PP 496-5 496-5 496-5 497-1
S1 494-7 494-7 496-3 495-6
S2 492-7 492-7 496-0
S3 489-1 491-1 495-6
S4 485-3 487-3 494-6
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
5 498-4 473-0 25-4 5.1% 7-1 1.4% 93% True False 69,855
10 498-4 452-0 46-4 9.4% 7-0 1.4% 96% True False 50,503
20 498-4 429-4 69-0 13.9% 7-5 1.5% 97% True False 38,633
40 498-4 390-4 108-0 21.7% 8-0 1.6% 98% True False 29,882
60 498-4 356-6 141-6 28.5% 7-3 1.5% 99% True False 22,975
80 498-4 356-6 141-6 28.5% 6-3 1.3% 99% True False 18,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 514-4
2.618 508-3
1.618 504-5
1.000 502-2
0.618 500-7
HIGH 498-4
0.618 497-1
0.500 496-5
0.382 496-1
LOW 494-6
0.618 492-3
1.000 491-0
1.618 488-5
2.618 484-7
4.250 478-6
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 496-6 493-3
PP 496-5 490-0
S1 496-5 486-5

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

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