CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 520-0 523-0 3-0 0.6% 496-0
High 529-4 523-4 -6-0 -1.1% 528-6
Low 516-4 514-4 -2-0 -0.4% 494-4
Close 518-0 518-2 0-2 0.0% 525-6
Range 13-0 9-0 -4-0 -30.8% 34-2
ATR 10-1 10-1 -0-1 -0.8% 0-0
Volume 83,001 42,212 -40,789 -49.1% 302,410
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 545-6 541-0 523-2
R3 536-6 532-0 520-6
R2 527-6 527-6 519-7
R1 523-0 523-0 519-1 520-7
PP 518-6 518-6 518-6 517-6
S1 514-0 514-0 517-3 511-7
S2 509-6 509-6 516-5
S3 500-6 505-0 515-6
S4 491-6 496-0 513-2
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% 11-1 2.2% 48% False False 61,727
10 534-0 474-6 59-2 11.4% 9-7 1.9% 73% False False 64,001
20 534-0 431-4 102-4 19.8% 8-2 1.6% 85% False False 51,590
40 534-0 396-6 137-2 26.5% 8-7 1.7% 89% False False 38,286
60 534-0 356-6 177-2 34.2% 8-0 1.6% 91% False False 29,684
80 534-0 356-6 177-2 34.2% 7-0 1.3% 91% False False 23,387
Crabel Price Patterns
NR True
NR4 True
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 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 561-6
2.618 547-0
1.618 538-0
1.000 532-4
0.618 529-0
HIGH 523-4
0.618 520-0
0.500 519-0
0.382 518-0
LOW 514-4
0.618 509-0
1.000 505-4
1.618 500-0
2.618 491-0
4.250 476-2
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 519-0 524-2
PP 518-6 522-2
S1 518-4 520-2

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

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