CME Pit-Traded Corn Future July 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	468-4	466-4	-2-0	-0.4%	461-4
High	470-0	469-4	-0-4	-0.1%	466-2
Low	467-6	463-4	-4-2	-0.9%	444-4
Close	467-2	464-4	-2-6	-0.6%	462-2
Range	2-2	6-0	3-6	166.7%	21-6
ATR	9-0	8-6	-0-2	-2.4%	0-0
Volume	11,517	15,688	4,171	36.2%	66,049

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	483-7	480-1	467-6
R3	477-7	474-1	466-1
R2	471-7	471-7	465-5
R1	468-1	468-1	465-0	467-0
PP	465-7	465-7	465-7	465-2
S1	462-1	462-1	464-0	461-0
S2	459-7	459-7	463-3
S3	453-7	456-1	462-7
S4	447-7	450-1	461-2

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	522-7	514-3	474-2
R3	501-1	492-5	468-2
R2	479-3	479-3	466-2
R1	470-7	470-7	464-2	475-1
PP	457-5	457-5	457-5	459-6
S1	449-1	449-1	460-2	453-3
S2	435-7	435-7	458-2
S3	414-1	427-3	456-2
S4	392-3	405-5	450-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	470-0	444-4	25-4	5.5%	4-5	1.0%	78%	False	False	13,315
10	470-0	444-4	25-4	5.5%	5-7	1.3%	78%	False	False	14,506
20	470-0	436-0	34-0	7.3%	7-1	1.5%	84%	False	False	14,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	495-0
2.618	485-2
1.618	479-2
1.000	475-4
0.618	473-2
HIGH	469-4
0.618	467-2
0.500	466-4
0.382	465-6
LOW	463-4
0.618	459-6
1.000	457-4
1.618	453-6
2.618	447-6
4.250	438-0

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	466-4	466-0
PP	465-7	465-4
S1	465-1	465-0

Download as Excel Spreadsheet

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

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