CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	507-0	506-4	-0-4	-0.1%	539-0
High	522-4	513-4	-9-0	-1.7%	541-0
Low	507-0	497-4	-9-4	-1.9%	516-0
Close	522-2	514-0	-8-2	-1.6%	539-6
Range	15-4	16-0	0-4	3.2%	25-0
ATR	10-2	11-2	1-0	10.1%	0-0
Volume	7,609	13,212	5,603	73.6%	82,634

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	556-3	551-1	522-6
R3	540-3	535-1	518-3
R2	524-3	524-3	516-7
R1	519-1	519-1	515-4	521-6
PP	508-3	508-3	508-3	509-5
S1	503-1	503-1	512-4	505-6
S2	492-3	492-3	511-1
S3	476-3	487-1	509-5
S4	460-3	471-1	505-2

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	607-2	598-4	553-4
R3	582-2	573-4	546-5
R2	557-2	557-2	544-3
R1	548-4	548-4	542-0	552-7
PP	532-2	532-2	532-2	534-4
S1	523-4	523-4	537-4	527-7
S2	507-2	507-2	535-1
S3	482-2	498-4	532-7
S4	457-2	473-4	526-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-0	497-4	43-4	8.5%	13-7	2.7%	38%	False	True	13,802
10	541-0	497-4	43-4	8.5%	11-2	2.2%	38%	False	True	14,792
20	541-0	464-0	77-0	15.0%	9-0	1.7%	65%	False	False	13,776
40	541-0	428-2	112-6	21.9%	7-5	1.5%	76%	False	False	9,687

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	1-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	581-4
2.618	555-3
1.618	539-3
1.000	529-4
0.618	523-3
HIGH	513-4
0.618	507-3
0.500	505-4
0.382	503-5
LOW	497-4
0.618	487-5
1.000	481-4
1.618	471-5
2.618	455-5
4.250	429-4

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	511-1	513-6
PP	508-3	513-4
S1	505-4	513-2

Download as Excel Spreadsheet

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

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