CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 494-4 510-0 15-4 3.1% 473-0
High 508-2 511-0 2-6 0.5% 492-0
Low 494-4 505-4 11-0 2.2% 473-0
Close 508-2 508-4 0-2 0.0% 491-2
Range 13-6 5-4 -8-2 -60.0% 19-0
ATR 9-3 9-1 -0-2 -3.0% 0-0
Volume 56,323 69,499 13,176 23.4% 271,620
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 524-7 522-1 511-4
R3 519-3 516-5 510-0
R2 513-7 513-7 509-4
R1 511-1 511-1 509-0 509-6
PP 508-3 508-3 508-3 507-5
S1 505-5 505-5 508-0 504-2
S2 502-7 502-7 507-4
S3 497-3 500-1 507-0
S4 491-7 494-5 505-4
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
5 511-0 474-6 36-2 7.1% 8-5 1.7% 93% True False 66,275
10 511-0 455-2 55-6 11.0% 8-1 1.6% 96% True False 57,255
20 511-0 429-4 81-4 16.0% 7-5 1.5% 97% True False 42,775
40 511-0 390-4 120-4 23.7% 8-2 1.6% 98% True False 32,182
60 511-0 356-6 154-2 30.3% 7-3 1.5% 98% True False 24,874
80 511-0 356-6 154-2 30.3% 6-5 1.3% 98% True False 19,712
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 534-3
2.618 525-3
1.618 519-7
1.000 516-4
0.618 514-3
HIGH 511-0
0.618 508-7
0.500 508-2
0.382 507-5
LOW 505-4
0.618 502-1
1.000 500-0
1.618 496-5
2.618 491-1
4.250 482-1
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 508-3 506-5
PP 508-3 504-5
S1 508-2 502-6

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

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