CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	529-2	540-2	11-0	2.1%	540-4
High	541-6	540-4	-1-2	-0.2%	541-6
Low	529-2	531-4	2-2	0.4%	518-4
Close	542-0	532-6	-9-2	-1.7%	542-0
Range	12-4	9-0	-3-4	-28.0%	23-2
ATR	9-5	9-6	0-0	0.6%	0-0
Volume	23,745	25,219	1,474	6.2%	136,068

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	561-7	556-3	537-6
R3	552-7	547-3	535-2
R2	543-7	543-7	534-3
R1	538-3	538-3	533-5	536-5
PP	534-7	534-7	534-7	534-0
S1	529-3	529-3	531-7	527-5
S2	525-7	525-7	531-1
S3	516-7	520-3	530-2
S4	507-7	511-3	527-6

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	4.4%	9-2	1.7%	61%	False	False	25,130
10	541-6	502-0	39-6	7.5%	8-7	1.7%	77%	False	False	26,901
20	541-6	463-4	78-2	14.7%	7-1	1.3%	88%	False	False	25,038
40	541-6	427-4	114-2	21.4%	7-2	1.4%	92%	False	False	19,744

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	578-6
2.618	564-0
1.618	555-0
1.000	549-4
0.618	546-0
HIGH	540-4
0.618	537-0
0.500	536-0
0.382	535-0
LOW	531-4
0.618	526-0
1.000	522-4
1.618	517-0
2.618	508-0
4.250	493-2

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	536-0	531-7
PP	534-7	531-0
S1	533-7	530-1

Download as Excel Spreadsheet

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

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