CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	516-2	513-4	-2-6	-0.5%	482-2
High	518-0	516-6	-1-2	-0.2%	498-0
Low	514-0	513-4	-0-4	-0.1%	482-2
Close	517-0	517-0	0-0	0.0%	497-4
Range	4-0	3-2	-0-6	-18.8%	15-6
ATR	8-0	7-5	-0-3	-4.0%	0-0
Volume	32,825	28,121	-4,704	-14.3%	127,626

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	525-4	524-4	518-6
R3	522-2	521-2	517-7
R2	519-0	519-0	517-5
R1	518-0	518-0	517-2	518-4
PP	515-6	515-6	515-6	516-0
S1	514-6	514-6	516-6	515-2
S2	512-4	512-4	516-3
S3	509-2	511-4	516-1
S4	506-0	508-2	515-2

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	488-0	30-0	5.8%	6-2	1.2%	97%	False	False	28,475
10	518-0	470-0	48-0	9.3%	6-2	1.2%	98%	False	False	27,390
20	518-0	444-4	73-4	14.2%	5-7	1.1%	99%	False	False	20,797

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	0-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	530-4
2.618	525-2
1.618	522-0
1.000	520-0
0.618	518-6
HIGH	516-6
0.618	515-4
0.500	515-1
0.382	514-6
LOW	513-4
0.618	511-4
1.000	510-2
1.618	508-2
2.618	505-0
4.250	499-6

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	516-3	514-5
PP	515-6	512-3
S1	515-1	510-0

Download as Excel Spreadsheet

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

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