CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 510-0 504-4 -5-4 -1.1% 473-0
High 511-0 509-6 -1-2 -0.2% 492-0
Low 505-4 503-6 -1-6 -0.3% 473-0
Close 508-4 508-6 0-2 0.0% 491-2
Range 5-4 6-0 0-4 9.1% 19-0
ATR 9-1 8-7 -0-2 -2.4% 0-0
Volume 69,499 45,134 -24,365 -35.1% 271,620
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 525-3 523-1 512-0
R3 519-3 517-1 510-3
R2 513-3 513-3 509-7
R1 511-1 511-1 509-2 512-2
PP 507-3 507-3 507-3 508-0
S1 505-1 505-1 508-2 506-2
S2 501-3 501-3 507-5
S3 495-3 499-1 507-1
S4 489-3 493-1 505-4
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
5 511-0 481-0 30-0 5.9% 8-0 1.6% 93% False False 66,976
10 511-0 456-6 54-2 10.7% 8-2 1.6% 96% False False 58,284
20 511-0 429-4 81-4 16.0% 7-4 1.5% 97% False False 43,487
40 511-0 390-4 120-4 23.7% 8-2 1.6% 98% False False 33,028
60 511-0 356-6 154-2 30.3% 7-4 1.5% 99% False False 25,529
80 511-0 356-6 154-2 30.3% 6-5 1.3% 99% False False 20,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 535-2
2.618 525-4
1.618 519-4
1.000 515-6
0.618 513-4
HIGH 509-6
0.618 507-4
0.500 506-6
0.382 506-0
LOW 503-6
0.618 500-0
1.000 497-6
1.618 494-0
2.618 488-0
4.250 478-2
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 508-1 506-6
PP 507-3 504-6
S1 506-6 502-6

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

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