CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 496-0 494-4 -1-4 -0.3% 473-0
High 498-4 508-2 9-6 2.0% 492-0
Low 494-6 494-4 -0-2 -0.1% 473-0
Close 496-6 508-2 11-4 2.3% 491-2
Range 3-6 13-6 10-0 266.7% 19-0
ATR 9-1 9-3 0-3 3.7% 0-0
Volume 77,657 56,323 -21,334 -27.5% 271,620
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 544-7 540-3 515-6
R3 531-1 526-5 512-0
R2 517-3 517-3 510-6
R1 512-7 512-7 509-4 515-1
PP 503-5 503-5 503-5 504-6
S1 499-1 499-1 507-0 501-3
S2 489-7 489-7 505-6
S3 476-1 485-3 504-4
S4 462-3 471-5 500-6
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
5 508-2 474-6 33-4 6.6% 8-4 1.7% 100% True False 61,983
10 508-2 452-0 56-2 11.1% 8-0 1.6% 100% True False 53,303
20 508-2 429-4 78-6 15.5% 7-6 1.5% 100% True False 40,531
40 508-2 390-4 117-6 23.2% 8-1 1.6% 100% True False 30,908
60 508-2 356-6 151-4 29.8% 7-4 1.5% 100% True False 23,812
80 508-2 356-6 151-4 29.8% 6-4 1.3% 100% True False 18,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 566-6
2.618 544-2
1.618 530-4
1.000 522-0
0.618 516-6
HIGH 508-2
0.618 503-0
0.500 501-3
0.382 499-6
LOW 494-4
0.618 486-0
1.000 480-6
1.618 472-2
2.618 458-4
4.250 436-0
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 506-0 503-6
PP 503-5 499-1
S1 501-3 494-5

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

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