CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	396-2	396-6	0-4	0.1%	409-0
High	396-2	405-4	9-2	2.3%	412-0
Low	390-4	396-6	6-2	1.6%	397-4
Close	390-4	403-4	13-0	3.3%	397-6
Range	5-6	8-6	3-0	52.2%	14-4
ATR	7-6	8-3	0-4	6.6%	0-0
Volume	12,826	13,896	1,070	8.3%	72,097

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	428-1	424-5	408-2
R3	419-3	415-7	405-7
R2	410-5	410-5	405-1
R1	407-1	407-1	404-2	408-7
PP	401-7	401-7	401-7	402-6
S1	398-3	398-3	402-6	400-1
S2	393-1	393-1	401-7
S3	384-3	389-5	401-1
S4	375-5	380-7	398-6

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	5.3%	7-2	1.8%	60%	False	False	13,418
10	420-0	390-4	29-4	7.3%	6-5	1.6%	44%	False	False	14,020
20	420-0	377-6	42-2	10.5%	6-5	1.6%	61%	False	False	12,950
40	420-0	356-6	63-2	15.7%	5-2	1.3%	74%	False	False	8,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	442-6
2.618	428-3
1.618	419-5
1.000	414-2
0.618	410-7
HIGH	405-4
0.618	402-1
0.500	401-1
0.382	400-1
LOW	396-6
0.618	391-3
1.000	388-0
1.618	382-5
2.618	373-7
4.250	359-4

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	402-6	401-5
PP	401-7	399-7
S1	401-1	398-0

Download as Excel Spreadsheet

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

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