CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	396-4	402-2	5-6	1.5%	371-0
High	401-4	408-2	6-6	1.7%	398-2
Low	396-4	402-2	5-6	1.5%	356-6
Close	401-2	408-0	6-6	1.7%	396-4
Range	5-0	6-0	1-0	20.0%	41-4
ATR	8-0	7-7	-0-1	-0.8%	0-0
Volume	10,689	11,551	862	8.1%	42,546

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	424-1	422-1	411-2
R3	418-1	416-1	409-5
R2	412-1	412-1	409-1
R1	410-1	410-1	408-4	411-1
PP	406-1	406-1	406-1	406-6
S1	404-1	404-1	407-4	405-1
S2	400-1	400-1	406-7
S3	394-1	398-1	406-3
S4	388-1	392-1	404-6

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	508-3	493-7	419-3
R3	466-7	452-3	407-7
R2	425-3	425-3	404-1
R1	410-7	410-7	400-2	418-1
PP	383-7	383-7	383-7	387-4
S1	369-3	369-3	392-6	376-5
S2	342-3	342-3	388-7
S3	300-7	327-7	385-1
S4	259-3	286-3	373-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	408-2	384-0	24-2	5.9%	7-2	1.8%	99%	True	False	11,368
10	408-2	356-6	51-4	12.6%	6-2	1.5%	100%	True	False	8,388
20	408-2	356-6	51-4	12.6%	5-2	1.3%	100%	True	False	6,814
40	410-0	356-6	53-2	13.1%	4-4	1.1%	96%	False	False	5,212

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	433-6
2.618	424-0
1.618	418-0
1.000	414-2
0.618	412-0
HIGH	408-2
0.618	406-0
0.500	405-2
0.382	404-4
LOW	402-2
0.618	398-4
1.000	396-2
1.618	392-4
2.618	386-4
4.250	376-6

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	407-1	406-0
PP	406-1	403-7
S1	405-2	401-7

Download as Excel Spreadsheet

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

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