CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	502-2	516-2	14-0	2.8%	482-2
High	514-4	518-0	3-4	0.7%	498-0
Low	502-0	514-0	12-0	2.4%	482-2
Close	514-2	517-0	2-6	0.5%	497-4
Range	12-4	4-0	-8-4	-68.0%	15-6
ATR	8-2	8-0	-0-2	-3.7%	0-0
Volume	20,984	32,825	11,841	56.4%	127,626

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	528-3	526-5	519-2
R3	524-3	522-5	518-1
R2	520-3	520-3	517-6
R1	518-5	518-5	517-3	519-4
PP	516-3	516-3	516-3	516-6
S1	514-5	514-5	516-5	515-4
S2	512-3	512-3	516-2
S3	508-3	510-5	515-7
S4	504-3	506-5	514-6

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	518-0	483-0	35-0	6.8%	6-7	1.3%	97%	True	False	28,007
10	518-0	469-2	48-6	9.4%	6-1	1.2%	98%	True	False	25,836
20	518-0	444-4	73-4	14.2%	6-0	1.2%	99%	True	False	20,171

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	535-0
2.618	528-4
1.618	524-4
1.000	522-0
0.618	520-4
HIGH	518-0
0.618	516-4
0.500	516-0
0.382	515-4
LOW	514-0
0.618	511-4
1.000	510-0
1.618	507-4
2.618	503-4
4.250	497-0

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	516-5	514-5
PP	516-3	512-1
S1	516-0	509-6

Download as Excel Spreadsheet

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

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