CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 455-4 454-0 -1-4 -0.3% 449-0
High 458-0 457-0 -1-0 -0.2% 453-0
Low 454-2 452-0 -2-2 -0.5% 429-4
Close 454-4 452-2 -2-2 -0.5% 449-2
Range 3-6 5-0 1-2 33.3% 23-4
ATR 9-7 9-4 -0-3 -3.5% 0-0
Volume 28,320 29,988 1,668 5.9% 138,983
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 468-6 465-4 455-0
R3 463-6 460-4 453-5
R2 458-6 458-6 453-1
R1 455-4 455-4 452-6 454-5
PP 453-6 453-6 453-6 453-2
S1 450-4 450-4 451-6 449-5
S2 448-6 448-6 451-3
S3 443-6 445-4 450-7
S4 438-6 440-4 449-4
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
5 458-0 431-4 26-4 5.9% 5-4 1.2% 78% False False 30,126
10 458-0 429-4 28-4 6.3% 7-2 1.6% 80% False False 28,295
20 458-0 420-0 38-0 8.4% 8-5 1.9% 85% False False 27,470
40 458-0 390-4 67-4 14.9% 7-5 1.7% 91% False False 21,231
60 458-0 356-6 101-2 22.4% 6-6 1.5% 94% False False 16,240
80 458-0 356-6 101-2 22.4% 6-0 1.3% 94% False False 13,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 478-2
2.618 470-1
1.618 465-1
1.000 462-0
0.618 460-1
HIGH 457-0
0.618 455-1
0.500 454-4
0.382 453-7
LOW 452-0
0.618 448-7
1.000 447-0
1.618 443-7
2.618 438-7
4.250 430-6
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 454-4 453-2
PP 453-6 452-7
S1 453-0 452-5

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

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