CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 504-4 518-0 13-4 2.7% 496-0
High 509-6 528-6 19-0 3.7% 528-6
Low 503-6 514-4 10-6 2.1% 494-4
Close 508-6 525-6 17-0 3.3% 525-6
Range 6-0 14-2 8-2 137.5% 34-2
ATR 8-7 9-6 0-6 8.9% 0-0
Volume 45,134 53,797 8,663 19.2% 302,410
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 565-6 560-0 533-5
R3 551-4 545-6 529-5
R2 537-2 537-2 528-3
R1 531-4 531-4 527-0 534-3
PP 523-0 523-0 523-0 524-4
S1 517-2 517-2 524-4 520-1
S2 508-6 508-6 523-1
S3 494-4 503-0 521-7
S4 480-2 488-6 517-7
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 619-1 606-5 544-5
R3 584-7 572-3 535-1
R2 550-5 550-5 532-0
R1 538-1 538-1 528-7 544-3
PP 516-3 516-3 516-3 519-4
S1 503-7 503-7 522-5 510-1
S2 482-1 482-1 519-4
S3 447-7 469-5 516-3
S4 413-5 435-3 506-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 528-6 494-4 34-2 6.5% 8-5 1.6% 91% True False 60,482
10 528-6 460-6 68-0 12.9% 9-2 1.8% 96% True False 60,690
20 528-6 429-4 99-2 18.9% 7-6 1.5% 97% True False 45,082
40 528-6 390-4 138-2 26.3% 8-3 1.6% 98% True False 34,206
60 528-6 356-6 172-0 32.7% 7-5 1.5% 98% True False 26,373
80 528-6 356-6 172-0 32.7% 6-6 1.3% 98% True False 20,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 589-2
2.618 566-0
1.618 551-6
1.000 543-0
0.618 537-4
HIGH 528-6
0.618 523-2
0.500 521-5
0.382 520-0
LOW 514-4
0.618 505-6
1.000 500-2
1.618 491-4
2.618 477-2
4.250 454-0
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 524-3 522-5
PP 523-0 519-3
S1 521-5 516-2

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

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