CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 403-4 395-4 -8-0 -2.0% 409-0
High 404-0 396-0 -8-0 -2.0% 412-0
Low 397-4 391-0 -6-4 -1.6% 397-4
Close 397-6 391-6 -6-0 -1.5% 397-6
Range 6-4 5-0 -1-4 -23.1% 14-4
ATR 8-0 8-0 -0-1 -1.2% 0-0
Volume 20,289 13,396 -6,893 -34.0% 72,097
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 407-7 404-7 394-4
R3 402-7 399-7 393-1
R2 397-7 397-7 392-5
R1 394-7 394-7 392-2 393-7
PP 392-7 392-7 392-7 392-4
S1 389-7 389-7 391-2 388-7
S2 387-7 387-7 390-7
S3 382-7 384-7 390-3
S4 377-7 379-7 389-0
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 445-7 436-3 405-6
R3 431-3 421-7 401-6
R2 416-7 416-7 400-3
R1 407-3 407-3 399-1 404-7
PP 402-3 402-3 402-3 401-2
S1 392-7 392-7 396-3 390-3
S2 387-7 387-7 395-1
S3 373-3 378-3 393-6
S4 358-7 363-7 389-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412-0 391-0 21-0 5.4% 5-4 1.4% 4% False True 14,042
10 420-0 391-0 29-0 7.4% 6-5 1.7% 3% False True 13,590
20 420-0 356-6 63-2 16.1% 6-3 1.6% 55% False False 11,957
40 420-0 356-6 63-2 16.1% 5-2 1.3% 55% False False 8,256
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 417-2
2.618 409-1
1.618 404-1
1.000 401-0
0.618 399-1
HIGH 396-0
0.618 394-1
0.500 393-4
0.382 392-7
LOW 391-0
0.618 387-7
1.000 386-0
1.618 382-7
2.618 377-7
4.250 369-6
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 393-4 401-4
PP 392-7 398-2
S1 392-3 395-0

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

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