CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	540-4	528-0	-12-4	-2.3%	502-0
High	541-4	536-4	-5-0	-0.9%	534-0
Low	528-4	525-0	-3-4	-0.7%	501-4
Close	528-6	526-2	-2-4	-0.5%	533-2
Range	13-0	11-4	-1-4	-11.5%	32-4
ATR	8-5	8-7	0-2	2.4%	0-0
Volume	35,636	24,627	-11,009	-30.9%	138,518

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	563-6	556-4	532-5
R3	552-2	545-0	529-3
R2	540-6	540-6	528-3
R1	533-4	533-4	527-2	531-3
PP	529-2	529-2	529-2	528-2
S1	522-0	522-0	525-2	519-7
S2	517-6	517-6	524-1
S3	506-2	510-4	523-1
S4	494-6	499-0	519-7

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	620-3	609-3	551-1
R3	587-7	576-7	542-2
R2	555-3	555-3	539-2
R1	544-3	544-3	536-2	549-7
PP	522-7	522-7	522-7	525-6
S1	511-7	511-7	530-2	517-3
S2	490-3	490-3	527-2
S3	457-7	479-3	524-2
S4	425-3	446-7	515-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-4	513-4	28-0	5.3%	8-3	1.6%	46%	False	False	29,401
10	541-4	483-0	58-4	11.1%	7-4	1.4%	74%	False	False	27,715
20	541-4	444-4	97-0	18.4%	6-3	1.2%	84%	False	False	22,430

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	1-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	585-3
2.618	566-5
1.618	555-1
1.000	548-0
0.618	543-5
HIGH	536-4
0.618	532-1
0.500	530-6
0.382	529-3
LOW	525-0
0.618	517-7
1.000	513-4
1.618	506-3
2.618	494-7
4.250	476-1

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	530-6	532-6
PP	529-2	530-5
S1	527-6	528-3

Download as Excel Spreadsheet

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

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