CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	422-4	443-0	20-4	4.9%	395-4
High	429-0	449-6	20-6	4.8%	418-4
Low	421-0	429-0	8-0	1.9%	390-4
Close	428-0	430-0	2-0	0.5%	418-6
Range	8-0	20-6	12-6	159.4%	28-0
ATR	9-0	9-7	0-7	10.2%	0-0
Volume	19,778	18,775	-1,003	-5.1%	77,899

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	498-4	485-0	441-3
R3	477-6	464-2	435-6
R2	457-0	457-0	433-6
R1	443-4	443-4	431-7	439-7
PP	436-2	436-2	436-2	434-4
S1	422-6	422-6	428-1	419-1
S2	415-4	415-4	426-2
S3	394-6	402-0	424-2
S4	374-0	381-2	418-5

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	449-6	409-4	40-2	9.4%	11-3	2.7%	51%	True	False	21,365
10	449-6	390-4	59-2	13.8%	9-1	2.1%	67%	True	False	18,592
20	449-6	390-4	59-2	13.8%	7-4	1.8%	67%	True	False	15,808
40	449-6	356-6	93-0	21.6%	6-3	1.5%	79%	True	False	11,311
60	449-6	356-6	93-0	21.6%	5-4	1.3%	79%	True	False	8,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	538-0
2.618	504-1
1.618	483-3
1.000	470-4
0.618	462-5
HIGH	449-6
0.618	441-7
0.500	439-3
0.382	436-7
LOW	429-0
0.618	416-1
1.000	408-2
1.618	395-3
2.618	374-5
4.250	340-6

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	439-3	431-2
PP	436-2	430-7
S1	433-1	430-3

Download as Excel Spreadsheet

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

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