CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	414-0	409-0	-5-0	-1.2%	404-6
High	418-0	409-2	-8-6	-2.1%	420-0
Low	411-4	401-0	-10-4	-2.6%	398-4
Close	417-6	406-0	-11-6	-2.8%	417-6
Range	6-4	8-2	1-6	26.9%	21-4
ATR	7-5	8-2	0-5	8.7%	0-0
Volume	18,679	15,280	-3,399	-18.2%	62,198

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	430-1	426-3	410-4
R3	421-7	418-1	408-2
R2	413-5	413-5	407-4
R1	409-7	409-7	406-6	407-5
PP	405-3	405-3	405-3	404-2
S1	401-5	401-5	405-2	399-3
S2	397-1	397-1	404-4
S3	388-7	393-3	403-6
S4	380-5	385-1	401-4

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	5.3%	7-5	1.9%	35%	False	False	13,138
10	420-0	395-4	24-4	6.0%	6-1	1.5%	43%	False	False	12,638
20	420-0	356-6	63-2	15.6%	6-1	1.5%	78%	False	False	9,618
40	420-0	356-6	63-2	15.6%	5-0	1.2%	78%	False	False	6,920

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	0-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	444-2
2.618	430-7
1.618	422-5
1.000	417-4
0.618	414-3
HIGH	409-2
0.618	406-1
0.500	405-1
0.382	404-1
LOW	401-0
0.618	395-7
1.000	392-6
1.618	387-5
2.618	379-3
4.250	366-0

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	405-6	410-4
PP	405-3	409-0
S1	405-1	407-4

Download as Excel Spreadsheet

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

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