CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 502-0 502-2 0-2 0.0% 482-2
High 503-0 514-4 11-4 2.3% 498-0
Low 501-4 502-0 0-4 0.1% 482-2
Close 502-6 514-2 11-4 2.3% 497-4
Range 1-4 12-4 11-0 733.3% 15-6
ATR 8-0 8-2 0-3 4.1% 0-0
Volume 30,791 20,984 -9,807 -31.9% 127,626
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 547-6 543-4 521-1
R3 535-2 531-0 517-6
R2 522-6 522-6 516-4
R1 518-4 518-4 515-3 520-5
PP 510-2 510-2 510-2 511-2
S1 506-0 506-0 513-1 508-1
S2 497-6 497-6 512-0
S3 485-2 493-4 510-6
S4 472-6 481-0 507-3
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
5 514-4 483-0 31-4 6.1% 6-5 1.3% 99% True False 26,030
10 514-4 463-4 51-0 9.9% 6-3 1.2% 100% True False 24,123
20 514-4 444-4 70-0 13.6% 6-1 1.2% 100% True False 19,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 567-5
2.618 547-2
1.618 534-6
1.000 527-0
0.618 522-2
HIGH 514-4
0.618 509-6
0.500 508-2
0.382 506-6
LOW 502-0
0.618 494-2
1.000 489-4
1.618 481-6
2.618 469-2
4.250 448-7
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 512-2 509-7
PP 510-2 505-5
S1 508-2 501-2

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

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