CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	399-4	404-0	4-4	1.1%	404-6
High	402-4	407-0	4-4	1.1%	420-0
Low	399-2	404-0	4-6	1.2%	398-4
Close	400-0	406-2	6-2	1.6%	417-6
Range	3-2	3-0	-0-2	-7.7%	21-4
ATR	8-1	8-0	-0-1	-1.0%	0-0
Volume	18,545	11,297	-7,248	-39.1%	62,198

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	414-6	413-4	407-7
R3	411-6	410-4	407-1
R2	408-6	408-6	406-6
R1	407-4	407-4	406-4	408-1
PP	405-6	405-6	405-6	406-0
S1	404-4	404-4	406-0	405-1
S2	402-6	402-6	405-6
S3	399-6	401-4	405-3
S4	396-6	398-4	404-5

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	399-2	20-6	5.1%	6-0	1.5%	34%	False	False	14,622
10	420-0	398-4	21-4	5.3%	5-5	1.4%	36%	False	False	13,510
20	420-0	356-6	63-2	15.6%	5-7	1.4%	78%	False	False	10,531
40	420-0	356-6	63-2	15.6%	4-7	1.2%	78%	False	False	7,465

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	419-6
2.618	414-7
1.618	411-7
1.000	410-0
0.618	408-7
HIGH	407-0
0.618	405-7
0.500	405-4
0.382	405-1
LOW	404-0
0.618	402-1
1.000	401-0
1.618	399-1
2.618	396-1
4.250	391-2

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	406-0	405-5
PP	405-6	404-7
S1	405-4	404-2

Download as Excel Spreadsheet

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

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