CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 395-4 396-2 0-6 0.2% 409-0
High 396-0 396-2 0-2 0.1% 412-0
Low 391-0 390-4 -0-4 -0.1% 397-4
Close 391-6 390-4 -1-2 -0.3% 397-6
Range 5-0 5-6 0-6 15.0% 14-4
ATR 8-0 7-6 -0-1 -2.0% 0-0
Volume 13,396 12,826 -570 -4.3% 72,097
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 409-5 405-7 393-5
R3 403-7 400-1 392-1
R2 398-1 398-1 391-4
R1 394-3 394-3 391-0 393-3
PP 392-3 392-3 392-3 392-0
S1 388-5 388-5 390-0 387-5
S2 386-5 386-5 389-4
S3 380-7 382-7 388-7
S4 375-1 377-1 387-3
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
5 412-0 390-4 21-4 5.5% 6-0 1.5% 0% False True 12,898
10 420-0 390-4 29-4 7.6% 6-4 1.7% 0% False True 14,138
20 420-0 356-6 63-2 16.2% 6-3 1.6% 53% False False 12,480
40 420-0 356-6 63-2 16.2% 5-1 1.3% 53% False False 8,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 420-6
2.618 411-2
1.618 405-4
1.000 402-0
0.618 399-6
HIGH 396-2
0.618 394-0
0.500 393-3
0.382 392-6
LOW 390-4
0.618 387-0
1.000 384-6
1.618 381-2
2.618 375-4
4.250 366-0
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 393-3 397-2
PP 392-3 395-0
S1 391-4 392-6

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

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