CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	443-0	453-0	10-0	2.3%	447-6
High	453-6	453-6	0-0	0.0%	453-6
Low	443-0	452-0	9-0	2.0%	436-0
Close	448-2	453-6	5-4	1.2%	453-6
Range	10-6	1-6	-9-0	-83.7%	17-6
ATR
Volume	17,582	20,067	2,485	14.1%	83,324

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	458-3	457-7	454-6
R3	456-5	456-1	454-2
R2	454-7	454-7	454-1
R1	454-3	454-3	453-7	454-5
PP	453-1	453-1	453-1	453-2
S1	452-5	452-5	453-5	452-7
S2	451-3	451-3	453-3
S3	449-5	450-7	453-2
S4	447-7	449-1	452-6

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	501-1	495-1	463-4
R3	483-3	477-3	458-5
R2	465-5	465-5	457-0
R1	459-5	459-5	455-3	462-5
PP	447-7	447-7	447-7	449-2
S1	441-7	441-7	452-1	444-7
S2	430-1	430-1	450-4
S3	412-3	424-1	448-7
S4	394-5	406-3	444-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453-6	436-0	17-6	3.9%	6-0	1.3%	100%	True	False	16,664
10	462-0	427-4	34-4	7.6%	8-5	1.9%	76%	False	False	14,971

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1-3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	461-2
2.618	458-3
1.618	456-5
1.000	455-4
0.618	454-7
HIGH	453-6
0.618	453-1
0.500	452-7
0.382	452-5
LOW	452-0
0.618	450-7
1.000	450-2
1.618	449-1
2.618	447-3
4.250	444-4

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	453-4	450-6
PP	453-1	447-7
S1	452-7	444-7

Download as Excel Spreadsheet

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

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