CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 409-4 409-4 0-0 0.0% 395-4
High 411-0 418-4 7-4 1.8% 418-4
Low 402-6 409-4 6-6 1.7% 390-4
Close 406-4 418-6 12-2 3.0% 418-6
Range 8-2 9-0 0-6 9.1% 28-0
ATR 8-3 8-5 0-2 3.2% 0-0
Volume 18,686 19,095 409 2.2% 77,899
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 442-5 439-5 423-6
R3 433-5 430-5 421-2
R2 424-5 424-5 420-3
R1 421-5 421-5 419-5 423-1
PP 415-5 415-5 415-5 416-2
S1 412-5 412-5 417-7 414-1
S2 406-5 406-5 417-1
S3 397-5 403-5 416-2
S4 388-5 394-5 413-6
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 493-2 484-0 434-1
R3 465-2 456-0 426-4
R2 437-2 437-2 423-7
R1 428-0 428-0 421-3 432-5
PP 409-2 409-2 409-2 411-4
S1 400-0 400-0 416-1 404-5
S2 381-2 381-2 413-5
S3 353-2 372-0 411-0
S4 325-2 344-0 403-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-4 390-4 28-0 6.7% 7-3 1.8% 101% True False 15,579
10 418-4 390-4 28-0 6.7% 6-6 1.6% 101% True False 14,999
20 420-0 390-4 29-4 7.0% 6-2 1.5% 96% False False 13,592
40 420-0 356-6 63-2 15.1% 5-3 1.3% 98% False False 9,552
60 420-0 356-6 63-2 15.1% 5-1 1.2% 98% False False 7,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 456-6
2.618 442-0
1.618 433-0
1.000 427-4
0.618 424-0
HIGH 418-4
0.618 415-0
0.500 414-0
0.382 413-0
LOW 409-4
0.618 404-0
1.000 400-4
1.618 395-0
2.618 386-0
4.250 371-2
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 417-1 415-0
PP 415-5 411-3
S1 414-0 407-5

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

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