CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	507-4	479-0	-28-4	-5.6%	540-2
High	508-0	494-2	-13-6	-2.7%	540-4
Low	487-4	479-0	-8-4	-1.7%	487-4
Close	487-4	493-2	5-6	1.2%	487-4
Range	20-4	15-2	-5-2	-25.6%	53-0
ATR	12-5	12-7	0-1	1.5%	0-0
Volume	37,269	44,160	6,891	18.5%	114,587

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	534-5	529-1	501-5
R3	519-3	513-7	497-4
R2	504-1	504-1	496-0
R1	498-5	498-5	494-5	501-3
PP	488-7	488-7	488-7	490-2
S1	483-3	483-3	491-7	486-1
S2	473-5	473-5	490-4
S3	458-3	468-1	489-0
S4	443-1	452-7	484-7

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	664-1	628-7	516-5
R3	611-1	575-7	502-1
R2	558-1	558-1	497-2
R1	522-7	522-7	492-3	514-0
PP	505-1	505-1	505-1	500-6
S1	469-7	469-7	482-5	461-0
S2	452-1	452-1	477-6
S3	399-1	416-7	472-7
S4	346-1	363-7	458-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	531-4	479-0	52-4	10.6%	15-5	3.2%	27%	False	True	26,705
10	541-6	479-0	62-6	12.7%	12-4	2.5%	23%	False	True	25,917
20	541-6	479-0	62-6	12.7%	9-6	2.0%	23%	False	True	28,047
40	541-6	436-0	105-6	21.4%	7-7	1.6%	54%	False	False	21,422

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	1-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	559-0
2.618	534-1
1.618	518-7
1.000	509-4
0.618	503-5
HIGH	494-2
0.618	488-3
0.500	486-5
0.382	484-7
LOW	479-0
0.618	469-5
1.000	463-6
1.618	454-3
2.618	439-1
4.250	414-2

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	491-0	498-0
PP	488-7	496-3
S1	486-5	494-7

Download as Excel Spreadsheet

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

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