CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	532-4	521-4	-11-0	-2.1%	502-0
High	533-0	524-0	-9-0	-1.7%	534-0
Low	525-0	518-4	-6-4	-1.2%	501-4
Close	527-6	521-2	-6-4	-1.2%	533-2
Range	8-0	5-4	-2-4	-31.3%	32-4
ATR	8-6	8-7	0-0	0.4%	0-0
Volume	23,100	28,960	5,860	25.4%	138,518

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	537-6	535-0	524-2
R3	532-2	529-4	522-6
R2	526-6	526-6	522-2
R1	524-0	524-0	521-6	522-5
PP	521-2	521-2	521-2	520-4
S1	518-4	518-4	520-6	517-1
S2	515-6	515-6	520-2
S3	510-2	513-0	519-6
S4	504-6	507-4	518-2

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	518-4	23-0	4.4%	9-5	1.8%	12%	False	True	27,624
10	541-4	488-0	53-4	10.3%	7-7	1.5%	62%	False	False	28,049
20	541-4	454-6	86-6	16.6%	6-4	1.3%	77%	False	False	23,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1-3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	547-3
2.618	538-3
1.618	532-7
1.000	529-4
0.618	527-3
HIGH	524-0
0.618	521-7
0.500	521-2
0.382	520-5
LOW	518-4
0.618	515-1
1.000	513-0
1.618	509-5
2.618	504-1
4.250	495-1

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	521-2	527-4
PP	521-2	525-3
S1	521-2	523-3

Download as Excel Spreadsheet

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

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