CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	471-2	473-0	1-6	0.4%	468-4
High	472-4	486-4	14-0	3.0%	486-4
Low	470-0	473-0	3-0	0.6%	463-4
Close	472-6	486-4	13-6	2.9%	486-4
Range	2-4	13-4	11-0	440.0%	23-0
ATR	8-2	8-5	0-3	4.8%	0-0
Volume	18,475	15,078	-3,397	-18.4%	73,346

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	522-4	518-0	493-7
R3	509-0	504-4	490-2
R2	495-4	495-4	489-0
R1	491-0	491-0	487-6	493-2
PP	482-0	482-0	482-0	483-1
S1	477-4	477-4	485-2	479-6
S2	468-4	468-4	484-0
S3	455-0	464-0	482-6
S4	441-4	450-4	479-1

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	547-7	540-1	499-1
R3	524-7	517-1	492-7
R2	501-7	501-7	490-6
R1	494-1	494-1	488-5	498-0
PP	478-7	478-7	478-7	480-6
S1	471-1	471-1	484-3	475-0
S2	455-7	455-7	482-2
S3	432-7	448-1	480-1
S4	409-7	425-1	473-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	486-4	463-4	23-0	4.7%	5-2	1.1%	100%	True	False	14,669
10	486-4	444-4	42-0	8.6%	4-7	1.0%	100%	True	False	13,939
20	486-4	436-0	50-4	10.4%	6-0	1.2%	100%	True	False	14,797

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	0-6
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	543-7
2.618	521-7
1.618	508-3
1.000	500-0
0.618	494-7
HIGH	486-4
0.618	481-3
0.500	479-6
0.382	478-1
LOW	473-0
0.618	464-5
1.000	459-4
1.618	451-1
2.618	437-5
4.250	415-5

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	484-2	483-5
PP	482-0	480-6
S1	479-6	477-7

Download as Excel Spreadsheet

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

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