CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	461-6	464-2	2-4	0.5%	455-2
High	463-6	465-4	1-6	0.4%	459-4
Low	459-2	464-2	5-0	1.1%	438-0
Close	458-6	466-2	7-4	1.6%	456-2
Range	4-4	1-2	-3-2	-72.2%	21-4
ATR	8-4	8-3	-0-1	-1.5%	0-0
Volume	4,741	6,236	1,495	31.5%	23,713

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	469-1	468-7	467-0
R3	467-7	467-5	466-5
R2	466-5	466-5	466-4
R1	466-3	466-3	466-3	466-4
PP	465-3	465-3	465-3	465-3
S1	465-1	465-1	466-1	465-2
S2	464-1	464-1	466-0
S3	462-7	463-7	465-7
S4	461-5	462-5	465-4

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	515-6	507-4	468-1
R3	494-2	486-0	462-1
R2	472-6	472-6	460-2
R1	464-4	464-4	458-2	468-5
PP	451-2	451-2	451-2	453-2
S1	443-0	443-0	454-2	447-1
S2	429-6	429-6	452-2
S3	408-2	421-4	450-3
S4	386-6	400-0	444-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	465-4	441-0	24-4	5.3%	5-4	1.2%	103%	True	False	4,622
10	465-4	438-0	27-4	5.9%	5-5	1.2%	103%	True	False	4,998
20	465-4	428-2	37-2	8.0%	6-3	1.4%	102%	True	False	5,598

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	470-6
2.618	468-6
1.618	467-4
1.000	466-6
0.618	466-2
HIGH	465-4
0.618	465-0
0.500	464-7
0.382	464-6
LOW	464-2
0.618	463-4
1.000	463-0
1.618	462-2
2.618	461-0
4.250	459-0

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	465-6	465-0
PP	465-3	463-5
S1	464-7	462-3

Download as Excel Spreadsheet

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

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