CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	411-0	414-0	3-0	0.7%	404-6
High	420-0	418-0	-2-0	-0.5%	420-0
Low	411-0	411-4	0-4	0.1%	398-4
Close	416-0	417-6	1-6	0.4%	417-6
Range	9-0	6-4	-2-4	-27.8%	21-4
ATR	7-5	7-5	-0-1	-1.1%	0-0
Volume	9,310	18,679	9,369	100.6%	62,198

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	435-2	433-0	421-3
R3	428-6	426-4	419-4
R2	422-2	422-2	419-0
R1	420-0	420-0	418-3	421-1
PP	415-6	415-6	415-6	416-2
S1	413-4	413-4	417-1	414-5
S2	409-2	409-2	416-4
S3	402-6	407-0	416-0
S4	396-2	400-4	414-1

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	476-5	468-5	429-5
R3	455-1	447-1	423-5
R2	433-5	433-5	421-6
R1	425-5	425-5	419-6	429-5
PP	412-1	412-1	412-1	414-0
S1	404-1	404-1	415-6	408-1
S2	390-5	390-5	413-6
S3	369-1	382-5	411-7
S4	347-5	361-1	405-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	420-0	398-4	21-4	5.1%	6-4	1.6%	90%	False	False	12,439
10	420-0	393-2	26-6	6.4%	5-6	1.4%	92%	False	False	12,185
20	420-0	356-6	63-2	15.1%	6-0	1.4%	96%	False	False	9,160
40	420-0	356-6	63-2	15.1%	4-7	1.2%	96%	False	False	6,641

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

Fibonacci Retracements and Extensions
4.250	445-5
2.618	435-0
1.618	428-4
1.000	424-4
0.618	422-0
HIGH	418-0
0.618	415-4
0.500	414-6
0.382	414-0
LOW	411-4
0.618	407-4
1.000	405-0
1.618	401-0
2.618	394-4
4.250	383-7

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	416-6	415-2
PP	415-6	412-6
S1	414-6	410-2

Download as Excel Spreadsheet

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

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