CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	454-6	462-6	8-0	1.8%	461-4
High	460-4	466-2	5-6	1.2%	466-2
Low	454-6	462-0	7-2	1.6%	444-4
Close	459-2	462-2	3-0	0.7%	462-2
Range	5-6	4-2	-1-4	-26.1%	21-6
ATR	9-2	9-1	-0-1	-1.8%	0-0
Volume	8,762	10,048	1,286	14.7%	66,049

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	476-2	473-4	464-5
R3	472-0	469-2	463-3
R2	467-6	467-6	463-0
R1	465-0	465-0	462-5	464-2
PP	463-4	463-4	463-4	463-1
S1	460-6	460-6	461-7	460-0
S2	459-2	459-2	461-4
S3	455-0	456-4	461-1
S4	450-6	452-2	459-7

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	522-7	514-3	474-2
R3	501-1	492-5	468-2
R2	479-3	479-3	466-2
R1	470-7	470-7	464-2	475-1
PP	457-5	457-5	457-5	459-6
S1	449-1	449-1	460-2	453-3
S2	435-7	435-7	458-2
S3	414-1	427-3	456-2
S4	392-3	405-5	450-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	466-2	444-4	21-6	4.7%	4-4	1.0%	82%	True	False	13,209
10	466-2	444-4	21-6	4.7%	6-3	1.4%	82%	True	False	13,927
20	466-2	427-4	38-6	8.4%	7-4	1.6%	90%	True	False	14,449

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	484-2
2.618	477-3
1.618	473-1
1.000	470-4
0.618	468-7
HIGH	466-2
0.618	464-5
0.500	464-1
0.382	463-5
LOW	462-0
0.618	459-3
1.000	457-6
1.618	455-1
2.618	450-7
4.250	444-0

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	464-1	460-0
PP	463-4	457-5
S1	462-7	455-3

Download as Excel Spreadsheet

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

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