CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	521-4	529-2	7-6	1.5%	540-4
High	524-0	541-6	17-6	3.4%	541-6
Low	518-4	529-2	10-6	2.1%	518-4
Close	521-2	542-0	20-6	4.0%	542-0
Range	5-4	12-4	7-0	127.3%	23-2
ATR	8-7	9-5	0-7	9.5%	0-0
Volume	28,960	23,745	-5,215	-18.0%	136,068

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	575-1	571-1	548-7
R3	562-5	558-5	545-4
R2	550-1	550-1	544-2
R1	546-1	546-1	543-1	548-1
PP	537-5	537-5	537-5	538-6
S1	533-5	533-5	540-7	535-5
S2	525-1	525-1	539-6
S3	512-5	521-1	538-4
S4	500-1	508-5	535-1

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	603-7	596-1	554-6
R3	580-5	572-7	548-3
R2	557-3	557-3	546-2
R1	549-5	549-5	544-1	553-4
PP	534-1	534-1	534-1	536-0
S1	526-3	526-3	539-7	530-2
S2	510-7	510-7	537-6
S3	487-5	503-1	535-5
S4	464-3	479-7	529-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-6	518-4	23-2	4.3%	10-1	1.9%	101%	True	False	27,213
10	541-6	501-4	40-2	7.4%	8-1	1.5%	101%	True	False	27,458
20	541-6	462-0	79-6	14.7%	6-7	1.3%	100%	True	False	24,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	594-7
2.618	574-4
1.618	562-0
1.000	554-2
0.618	549-4
HIGH	541-6
0.618	537-0
0.500	535-4
0.382	534-0
LOW	529-2
0.618	521-4
1.000	516-6
1.618	509-0
2.618	496-4
4.250	476-1

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	539-7	538-0
PP	537-5	534-1
S1	535-4	530-1

Download as Excel Spreadsheet

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

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