CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	460-6	449-4	-11-2	-2.4%	453-6
High	461-0	460-6	-0-2	-0.1%	461-0
Low	450-0	449-4	-0-4	-0.1%	449-4
Close	453-2	461-0	7-6	1.7%	461-0
Range	11-0	11-2	0-2	2.3%	11-4
ATR	9-2	9-3	0-1	1.5%	0-0
Volume	13,202	23,009	9,807	74.3%	73,222

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	490-7	487-1	467-2
R3	479-5	475-7	464-1
R2	468-3	468-3	463-0
R1	464-5	464-5	462-0	466-4
PP	457-1	457-1	457-1	458-0
S1	453-3	453-3	460-0	455-2
S2	445-7	445-7	459-0
S3	434-5	442-1	457-7
S4	423-3	430-7	454-6

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	491-5	487-7	467-3
R3	480-1	476-3	464-1
R2	468-5	468-5	463-1
R1	464-7	464-7	462-0	466-6
PP	457-1	457-1	457-1	458-1
S1	453-3	453-3	460-0	455-2
S2	445-5	445-5	458-7
S3	434-1	441-7	457-7
S4	422-5	430-3	454-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	461-0	449-4	11-4	2.5%	8-2	1.8%	100%	False	True	14,644
10	461-0	436-0	25-0	5.4%	7-1	1.6%	100%	False	False	15,654

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	0-7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	508-4
2.618	490-2
1.618	479-0
1.000	472-0
0.618	467-6
HIGH	460-6
0.618	456-4
0.500	455-1
0.382	453-6
LOW	449-4
0.618	442-4
1.000	438-2
1.618	431-2
2.618	420-0
4.250	401-6

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	459-0	459-1
PP	457-1	457-1
S1	455-1	455-2

Download as Excel Spreadsheet

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

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