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

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

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