CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	528-0	532-4	4-4	0.9%	502-0
High	536-4	533-0	-3-4	-0.7%	534-0
Low	525-0	525-0	0-0	0.0%	501-4
Close	526-2	527-6	1-4	0.3%	533-2
Range	11-4	8-0	-3-4	-30.4%	32-4
ATR	8-7	8-6	0-0	-0.7%	0-0
Volume	24,627	23,100	-1,527	-6.2%	138,518

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	552-5	548-1	532-1
R3	544-5	540-1	530-0
R2	536-5	536-5	529-2
R1	532-1	532-1	528-4	530-3
PP	528-5	528-5	528-5	527-6
S1	524-1	524-1	527-0	522-3
S2	520-5	520-5	526-2
S3	512-5	516-1	525-4
S4	504-5	508-1	523-3

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%	9-1	1.7%	51%	False	False	27,456
10	541-4	483-0	58-4	11.1%	8-0	1.5%	76%	False	False	27,731
20	541-4	444-4	97-0	18.4%	6-4	1.2%	86%	False	False	23,111

Crabel Price Patterns
NR	True
NR4	True
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	1-1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	567-0
2.618	554-0
1.618	546-0
1.000	541-0
0.618	538-0
HIGH	533-0
0.618	530-0
0.500	529-0
0.382	528-0
LOW	525-0
0.618	520-0
1.000	517-0
1.618	512-0
2.618	504-0
4.250	491-0

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	529-0	533-2
PP	528-5	531-3
S1	528-1	529-5

Download as Excel Spreadsheet

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

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