CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	464-2	465-2	1-0	0.2%	455-2
High	465-4	467-2	1-6	0.4%	459-4
Low	464-2	464-0	-0-2	-0.1%	438-0
Close	466-2	467-2	1-0	0.2%	456-2
Range	1-2	3-2	2-0	160.0%	21-4
ATR	8-3	8-0	-0-3	-4.4%	0-0
Volume	6,236	7,751	1,515	24.3%	23,713

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	475-7	474-7	469-0
R3	472-5	471-5	468-1
R2	469-3	469-3	467-7
R1	468-3	468-3	467-4	468-7
PP	466-1	466-1	466-1	466-4
S1	465-1	465-1	467-0	465-5
S2	462-7	462-7	466-5
S3	459-5	461-7	466-3
S4	456-3	458-5	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	467-2	455-4	11-6	2.5%	3-2	0.7%	100%	True	False	5,335
10	467-2	438-0	29-2	6.3%	5-1	1.1%	100%	True	False	5,226
20	467-2	428-2	39-0	8.3%	5-7	1.2%	100%	True	False	5,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	481-0
2.618	475-6
1.618	472-4
1.000	470-4
0.618	469-2
HIGH	467-2
0.618	466-0
0.500	465-5
0.382	465-2
LOW	464-0
0.618	462-0
1.000	460-6
1.618	458-6
2.618	455-4
4.250	450-2

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	466-6	465-7
PP	466-1	464-5
S1	465-5	463-2

Download as Excel Spreadsheet

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

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