CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 518-0 533-0 15-0 2.9% 496-0
High 528-6 534-0 5-2 1.0% 528-6
Low 514-4 520-4 6-0 1.2% 494-4
Close 525-6 521-2 -4-4 -0.9% 525-6
Range 14-2 13-4 -0-6 -5.3% 34-2
ATR 9-6 10-0 0-2 2.8% 0-0
Volume 53,797 84,494 30,697 57.1% 302,410
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 565-6 557-0 528-5
R3 552-2 543-4 525-0
R2 538-6 538-6 523-6
R1 530-0 530-0 522-4 527-5
PP 525-2 525-2 525-2 524-0
S1 516-4 516-4 520-0 514-1
S2 511-6 511-6 518-6
S3 498-2 503-0 517-4
S4 484-6 489-4 513-7
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
5 534-0 494-4 39-4 7.6% 10-5 2.0% 68% True False 61,849
10 534-0 473-0 61-0 11.7% 8-7 1.7% 79% True False 65,852
20 534-0 429-4 104-4 20.0% 7-6 1.5% 88% True False 47,663
40 534-0 390-4 143-4 27.5% 8-5 1.6% 91% True False 35,811
60 534-0 356-6 177-2 34.0% 7-7 1.5% 93% True False 27,721
80 534-0 356-6 177-2 34.0% 6-7 1.3% 93% True False 21,896
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 True
Stretch 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 591-3
2.618 569-3
1.618 555-7
1.000 547-4
0.618 542-3
HIGH 534-0
0.618 528-7
0.500 527-2
0.382 525-5
LOW 520-4
0.618 512-1
1.000 507-0
1.618 498-5
2.618 485-1
4.250 463-1
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 527-2 520-4
PP 525-2 519-5
S1 523-2 518-7

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

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