CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	473-0	482-2	9-2	2.0%	468-4
High	486-4	488-2	1-6	0.4%	486-4
Low	473-0	482-2	9-2	2.0%	463-4
Close	486-4	488-0	1-4	0.3%	486-4
Range	13-4	6-0	-7-4	-55.6%	23-0
ATR	8-5	8-3	-0-1	-2.2%	0-0
Volume	15,078	49,248	34,170	226.6%	73,346

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	504-1	502-1	491-2
R3	498-1	496-1	489-5
R2	492-1	492-1	489-1
R1	490-1	490-1	488-4	491-1
PP	486-1	486-1	486-1	486-6
S1	484-1	484-1	487-4	485-1
S2	480-1	480-1	486-7
S3	474-1	478-1	486-3
S4	468-1	472-1	484-6

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	488-2	463-4	24-6	5.1%	6-0	1.2%	99%	True	False	22,215
10	488-2	444-4	43-6	9.0%	5-1	1.1%	99%	True	False	17,144
20	488-2	436-0	52-2	10.7%	6-0	1.2%	100%	True	False	16,384

Crabel Price Patterns
NR	True
NR4	False
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	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	513-6
2.618	504-0
1.618	498-0
1.000	494-2
0.618	492-0
HIGH	488-2
0.618	486-0
0.500	485-2
0.382	484-4
LOW	482-2
0.618	478-4
1.000	476-2
1.618	472-4
2.618	466-4
4.250	456-6

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	487-1	485-0
PP	486-1	482-1
S1	485-2	479-1

Download as Excel Spreadsheet

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

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