CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	462-6	468-4	5-6	1.2%	461-4
High	466-2	470-0	3-6	0.8%	466-2
Low	462-0	467-6	5-6	1.2%	444-4
Close	462-2	467-2	5-0	1.1%	462-2
Range	4-2	2-2	-2-0	-47.1%	21-6
ATR	9-1	9-0	-0-1	-1.1%	0-0
Volume	10,048	11,517	1,469	14.6%	66,049

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	475-1	473-3	468-4
R3	472-7	471-1	467-7
R2	470-5	470-5	467-5
R1	468-7	468-7	467-4	468-5
PP	468-3	468-3	468-3	468-2
S1	466-5	466-5	467-0	466-3
S2	466-1	466-1	466-7
S3	463-7	464-3	466-5
S4	461-5	462-1	466-0

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	470-0	444-4	25-4	5.5%	4-3	0.9%	89%	True	False	12,073
10	470-0	444-4	25-4	5.5%	5-7	1.3%	89%	True	False	13,945
20	470-0	427-4	42-4	9.1%	7-0	1.5%	94%	True	False	14,464

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	0-3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	479-4
2.618	475-7
1.618	473-5
1.000	472-2
0.618	471-3
HIGH	470-0
0.618	469-1
0.500	468-7
0.382	468-5
LOW	467-6
0.618	466-3
1.000	465-4
1.618	464-1
2.618	461-7
4.250	458-2

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	468-7	465-5
PP	468-3	464-0
S1	467-6	462-3

Download as Excel Spreadsheet

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

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