CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	437-0	449-0	12-0	2.7%	440-4
High	449-0	450-0	1-0	0.2%	449-4
Low	437-0	444-0	7-0	1.6%	435-4
Close	448-6	446-2	-2-4	-0.6%	448-6
Range	12-0	6-0	-6-0	-50.0%	14-0
ATR	10-0	9-5	-0-2	-2.8%	0-0
Volume	32,880	20,416	-12,464	-37.9%	128,659

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	464-6	461-4	449-4
R3	458-6	455-4	447-7
R2	452-6	452-6	447-3
R1	449-4	449-4	446-6	448-1
PP	446-6	446-6	446-6	446-0
S1	443-4	443-4	445-6	442-1
S2	440-6	440-6	445-1
S3	434-6	437-4	444-5
S4	428-6	431-4	443-0

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	486-5	481-5	456-4
R3	472-5	467-5	452-5
R2	458-5	458-5	451-3
R1	453-5	453-5	450-0	456-1
PP	444-5	444-5	444-5	445-6
S1	439-5	439-5	447-4	442-1
S2	430-5	430-5	446-1
S3	416-5	425-5	444-7
S4	402-5	411-5	441-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	450-0	436-0	14-0	3.1%	9-0	2.0%	73%	True	False	26,142
10	450-0	420-0	30-0	6.7%	9-0	2.0%	88%	True	False	27,276
20	450-0	390-4	59-4	13.3%	9-3	2.1%	94%	True	False	24,310
40	450-0	356-6	93-2	20.9%	7-7	1.8%	96%	True	False	18,133
60	450-0	356-6	93-2	20.9%	6-5	1.5%	96%	True	False	13,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	1-5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	475-4
2.618	465-6
1.618	459-6
1.000	456-0
0.618	453-6
HIGH	450-0
0.618	447-6
0.500	447-0
0.382	446-2
LOW	444-0
0.618	440-2
1.000	438-0
1.618	434-2
2.618	428-2
4.250	418-4

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	447-0	445-3
PP	446-6	444-3
S1	446-4	443-4

Download as Excel Spreadsheet

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

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