CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 540-4 528-0 -12-4 -2.3% 502-0
High 541-4 536-4 -5-0 -0.9% 534-0
Low 528-4 525-0 -3-4 -0.7% 501-4
Close 528-6 526-2 -2-4 -0.5% 533-2
Range 13-0 11-4 -1-4 -11.5% 32-4
ATR 8-5 8-7 0-2 2.4% 0-0
Volume 35,636 24,627 -11,009 -30.9% 138,518
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 563-6 556-4 532-5
R3 552-2 545-0 529-3
R2 540-6 540-6 528-3
R1 533-4 533-4 527-2 531-3
PP 529-2 529-2 529-2 528-2
S1 522-0 522-0 525-2 519-7
S2 517-6 517-6 524-1
S3 506-2 510-4 523-1
S4 494-6 499-0 519-7
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% 8-3 1.6% 46% False False 29,401
10 541-4 483-0 58-4 11.1% 7-4 1.4% 74% False False 27,715
20 541-4 444-4 97-0 18.4% 6-3 1.2% 84% False False 22,430
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 585-3
2.618 566-5
1.618 555-1
1.000 548-0
0.618 543-5
HIGH 536-4
0.618 532-1
0.500 530-6
0.382 529-3
LOW 525-0
0.618 517-7
1.000 513-4
1.618 506-3
2.618 494-7
4.250 476-1
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 530-6 532-6
PP 529-2 530-5
S1 527-6 528-3

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

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