CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	491-0	502-0	11-0	2.2%	482-2
High	498-0	503-0	5-0	1.0%	498-0
Low	488-0	501-4	13-4	2.8%	482-2
Close	497-4	502-6	5-2	1.1%	497-4
Range	10-0	1-4	-8-4	-85.0%	15-6
ATR	8-1	8-0	-0-2	-2.3%	0-0
Volume	29,655	30,791	1,136	3.8%	127,626

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	506-7	506-3	503-5
R3	505-3	504-7	503-1
R2	503-7	503-7	503-0
R1	503-3	503-3	502-7	503-5
PP	502-3	502-3	502-3	502-4
S1	501-7	501-7	502-5	502-1
S2	500-7	500-7	502-4
S3	499-3	500-3	502-3
S4	497-7	498-7	501-7

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	539-7	534-3	506-1
R3	524-1	518-5	501-7
R2	508-3	508-3	500-3
R1	502-7	502-7	499-0	505-5
PP	492-5	492-5	492-5	494-0
S1	487-1	487-1	496-0	489-7
S2	476-7	476-7	494-5
S3	461-1	471-3	493-1
S4	445-3	455-5	488-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	503-0	482-2	20-6	4.1%	5-3	1.1%	99%	True	False	31,683
10	503-0	463-4	39-4	7.9%	5-2	1.1%	99%	True	False	23,176
20	503-0	444-4	58-4	11.6%	5-7	1.2%	100%	True	False	18,551

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	0-7
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	509-3
2.618	506-7
1.618	505-3
1.000	504-4
0.618	503-7
HIGH	503-0
0.618	502-3
0.500	502-2
0.382	502-1
LOW	501-4
0.618	500-5
1.000	500-0
1.618	499-1
2.618	497-5
4.250	495-1

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	502-5	499-4
PP	502-3	496-2
S1	502-2	493-0

Download as Excel Spreadsheet

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

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