CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 533-0 520-0 -13-0 -2.4% 496-0
High 534-0 529-4 -4-4 -0.8% 528-6
Low 520-4 516-4 -4-0 -0.8% 494-4
Close 521-2 518-0 -3-2 -0.6% 525-6
Range 13-4 13-0 -0-4 -3.7% 34-2
ATR 10-0 10-1 0-2 2.2% 0-0
Volume 84,494 83,001 -1,493 -1.8% 302,410
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 560-3 552-1 525-1
R3 547-3 539-1 521-5
R2 534-3 534-3 520-3
R1 526-1 526-1 519-2 523-6
PP 521-3 521-3 521-3 520-1
S1 513-1 513-1 516-6 510-6
S2 508-3 508-3 515-5
S3 495-3 500-1 514-3
S4 482-3 487-1 510-7
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
5 534-0 503-6 30-2 5.8% 10-4 2.0% 47% False False 67,185
10 534-0 474-6 59-2 11.4% 9-4 1.8% 73% False False 64,584
20 534-0 429-4 104-4 20.2% 8-1 1.6% 85% False False 50,792
40 534-0 390-4 143-4 27.7% 8-6 1.7% 89% False False 37,551
60 534-0 356-6 177-2 34.2% 8-0 1.5% 91% False False 29,020
80 534-0 356-6 177-2 34.2% 7-0 1.4% 91% False False 22,904
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 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 584-6
2.618 563-4
1.618 550-4
1.000 542-4
0.618 537-4
HIGH 529-4
0.618 524-4
0.500 523-0
0.382 521-4
LOW 516-4
0.618 508-4
1.000 503-4
1.618 495-4
2.618 482-4
4.250 461-2
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 523-0 524-2
PP 521-3 522-1
S1 519-5 520-1

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

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