CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	482-2	487-0	4-6	1.0%	468-4
High	488-2	487-0	-1-2	-0.3%	486-4
Low	482-2	484-2	2-0	0.4%	463-4
Close	488-0	484-4	-3-4	-0.7%	486-4
Range	6-0	2-6	-3-2	-54.2%	23-0
ATR	8-3	8-1	-0-3	-4.0%	0-0
Volume	49,248	22,940	-26,308	-53.4%	73,346

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	493-4	491-6	486-0
R3	490-6	489-0	485-2
R2	488-0	488-0	485-0
R1	486-2	486-2	484-6	485-6
PP	485-2	485-2	485-2	485-0
S1	483-4	483-4	484-2	483-0
S2	482-4	482-4	484-0
S3	479-6	480-6	483-6
S4	477-0	478-0	483-0

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	469-2	19-0	3.9%	5-3	1.1%	80%	False	False	23,665
10	488-2	444-4	43-6	9.0%	5-0	1.0%	91%	False	False	18,490
20	488-2	436-0	52-2	10.8%	5-7	1.2%	93%	False	False	16,702

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	498-6
2.618	494-2
1.618	491-4
1.000	489-6
0.618	488-6
HIGH	487-0
0.618	486-0
0.500	485-5
0.382	485-2
LOW	484-2
0.618	482-4
1.000	481-4
1.618	479-6
2.618	477-0
4.250	472-4

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	485-5	483-2
PP	485-2	481-7
S1	484-7	480-5

Download as Excel Spreadsheet

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

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