CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 439-0 448-6 9-6 2.2% 449-0
High 448-0 453-0 5-0 1.1% 453-0
Low 439-0 448-4 9-4 2.2% 429-4
Close 445-4 449-2 3-6 0.8% 449-2
Range 9-0 4-4 -4-4 -50.0% 23-4
ATR 10-1 10-0 -0-2 -1.9% 0-0
Volume 39,007 24,791 -14,216 -36.4% 138,983
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 463-6 461-0 451-6
R3 459-2 456-4 450-4
R2 454-6 454-6 450-1
R1 452-0 452-0 449-5 453-3
PP 450-2 450-2 450-2 451-0
S1 447-4 447-4 448-7 448-7
S2 445-6 445-6 448-3
S3 441-2 443-0 448-0
S4 436-6 438-4 446-6
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 514-3 505-3 462-1
R3 490-7 481-7 455-6
R2 467-3 467-3 453-4
R1 458-3 458-3 451-3 462-7
PP 443-7 443-7 443-7 446-2
S1 434-7 434-7 447-1 439-3
S2 420-3 420-3 445-0
S3 396-7 411-3 442-6
S4 373-3 387-7 436-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 453-0 429-4 23-4 5.2% 6-4 1.4% 84% True False 27,796
10 453-0 429-4 23-4 5.2% 8-2 1.8% 84% True False 26,764
20 453-0 412-6 40-2 9.0% 9-1 2.0% 91% True False 27,014
40 453-0 390-4 62-4 13.9% 7-6 1.7% 94% True False 20,303
60 453-0 356-6 96-2 21.4% 6-5 1.5% 96% True False 15,373
80 453-0 356-6 96-2 21.4% 6-1 1.4% 96% True False 12,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 472-1
2.618 464-6
1.618 460-2
1.000 457-4
0.618 455-6
HIGH 453-0
0.618 451-2
0.500 450-6
0.382 450-2
LOW 448-4
0.618 445-6
1.000 444-0
1.618 441-2
2.618 436-6
4.250 429-3
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 450-6 446-7
PP 450-2 444-5
S1 449-6 442-2

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

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