CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	411-4	403-4	-8-0	-1.9%	409-0
High	412-0	404-0	-8-0	-1.9%	412-0
Low	402-0	397-4	-4-4	-1.1%	397-4
Close	403-4	397-6	-5-6	-1.4%	397-6
Range	10-0	6-4	-3-4	-35.0%	14-4
ATR	8-1	8-0	-0-1	-1.5%	0-0
Volume	6,686	20,289	13,603	203.5%	72,097

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	419-2	415-0	401-3
R3	412-6	408-4	399-4
R2	406-2	406-2	399-0
R1	402-0	402-0	398-3	400-7
PP	399-6	399-6	399-6	399-2
S1	395-4	395-4	397-1	394-3
S2	393-2	393-2	396-4
S3	386-6	389-0	396-0
S4	380-2	382-4	394-1

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	445-7	436-3	405-6
R3	431-3	421-7	401-6
R2	416-7	416-7	400-3
R1	407-3	407-3	399-1	404-7
PP	402-3	402-3	402-3	401-2
S1	392-7	392-7	396-3	390-3
S2	387-7	387-7	395-1
S3	373-3	378-3	393-6
S4	358-7	363-7	389-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	412-0	397-4	14-4	3.6%	6-2	1.6%	2%	False	True	14,419
10	420-0	397-4	22-4	5.7%	6-3	1.6%	1%	False	True	13,429
20	420-0	356-6	63-2	15.9%	6-3	1.6%	65%	False	False	11,541
40	420-0	356-6	63-2	15.9%	5-1	1.3%	65%	False	False	7,980

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	431-5
2.618	421-0
1.618	414-4
1.000	410-4
0.618	408-0
HIGH	404-0
0.618	401-4
0.500	400-6
0.382	400-0
LOW	397-4
0.618	393-4
1.000	391-0
1.618	387-0
2.618	380-4
4.250	369-7

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	400-6	404-6
PP	399-6	402-3
S1	398-6	400-1

Download as Excel Spreadsheet

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

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