CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	404-0	411-4	7-4	1.9%	404-6
High	407-0	412-0	5-0	1.2%	420-0
Low	404-0	402-0	-2-0	-0.5%	398-4
Close	406-2	403-4	-2-6	-0.7%	417-6
Range	3-0	10-0	7-0	233.3%	21-4
ATR	8-0	8-1	0-1	1.7%	0-0
Volume	11,297	6,686	-4,611	-40.8%	62,198

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	435-7	429-5	409-0
R3	425-7	419-5	406-2
R2	415-7	415-7	405-3
R1	409-5	409-5	404-3	407-6
PP	405-7	405-7	405-7	404-7
S1	399-5	399-5	402-5	397-6
S2	395-7	395-7	401-5
S3	385-7	389-5	400-6
S4	375-7	379-5	398-0

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	418-0	399-2	18-6	4.6%	6-2	1.5%	23%	False	False	14,097
10	420-0	398-4	21-4	5.3%	6-0	1.5%	23%	False	False	13,024
20	420-0	356-6	63-2	15.7%	6-1	1.5%	74%	False	False	10,706
40	420-0	356-6	63-2	15.7%	5-1	1.3%	74%	False	False	7,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	454-4
2.618	438-1
1.618	428-1
1.000	422-0
0.618	418-1
HIGH	412-0
0.618	408-1
0.500	407-0
0.382	405-7
LOW	402-0
0.618	395-7
1.000	392-0
1.618	385-7
2.618	375-7
4.250	359-4

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	407-0	405-5
PP	405-7	404-7
S1	404-5	404-2

Download as Excel Spreadsheet

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

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