CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	415-0	422-4	7-4	1.8%	395-4
High	419-4	429-0	9-4	2.3%	418-4
Low	412-6	421-0	8-2	2.0%	390-4
Close	416-4	428-0	11-4	2.8%	418-6
Range	6-6	8-0	1-2	18.5%	28-0
ATR	8-6	9-0	0-2	3.1%	0-0
Volume	25,596	19,778	-5,818	-22.7%	77,899

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	450-0	447-0	432-3
R3	442-0	439-0	430-2
R2	434-0	434-0	429-4
R1	431-0	431-0	428-6	432-4
PP	426-0	426-0	426-0	426-6
S1	423-0	423-0	427-2	424-4
S2	418-0	418-0	426-4
S3	410-0	415-0	425-6
S4	402-0	407-0	423-5

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	429-0	402-6	26-2	6.1%	8-7	2.1%	96%	True	False	21,347
10	429-0	390-4	38-4	9.0%	8-0	1.9%	97%	True	False	17,383
20	429-0	390-4	38-4	9.0%	6-6	1.6%	97%	True	False	15,447
40	429-0	356-6	72-2	16.9%	5-7	1.4%	99%	True	False	10,993
60	429-0	356-6	72-2	16.9%	5-2	1.2%	99%	True	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463-0
2.618	450-0
1.618	442-0
1.000	437-0
0.618	434-0
HIGH	429-0
0.618	426-0
0.500	425-0
0.382	424-0
LOW	421-0
0.618	416-0
1.000	413-0
1.618	408-0
2.618	400-0
4.250	387-0

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	427-0	425-5
PP	426-0	423-2
S1	425-0	420-7

Download as Excel Spreadsheet

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

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