CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	465-2	466-4	1-2	0.3%	461-4
High	467-2	482-4	15-2	3.3%	482-4
Low	464-0	466-4	2-4	0.5%	459-2
Close	467-2	482-4	15-2	3.3%	482-4
Range	3-2	16-0	12-6	392.3%	23-2
ATR	8-0	8-5	0-5	7.2%	0-0
Volume	7,751	6,402	-1,349	-17.4%	29,759

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	525-1	519-7	491-2
R3	509-1	503-7	486-7
R2	493-1	493-1	485-3
R1	487-7	487-7	484-0	490-4
PP	477-1	477-1	477-1	478-4
S1	471-7	471-7	481-0	474-4
S2	461-1	461-1	479-5
S3	445-1	455-7	478-1
S4	429-1	439-7	473-6

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	544-4	536-6	495-2
R3	521-2	513-4	488-7
R2	498-0	498-0	486-6
R1	490-2	490-2	484-5	494-1
PP	474-6	474-6	474-6	476-6
S1	467-0	467-0	480-3	470-7
S2	451-4	451-4	478-2
S3	428-2	443-6	476-1
S4	405-0	420-4	469-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	482-4	459-2	23-2	4.8%	5-5	1.2%	100%	True	False	5,951
10	482-4	438-0	44-4	9.2%	5-4	1.1%	100%	True	False	5,347
20	482-4	428-2	54-2	11.2%	6-1	1.3%	100%	True	False	5,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	550-4
2.618	524-3
1.618	508-3
1.000	498-4
0.618	492-3
HIGH	482-4
0.618	476-3
0.500	474-4
0.382	472-5
LOW	466-4
0.618	456-5
1.000	450-4
1.618	440-5
2.618	424-5
4.250	398-4

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	479-7	479-3
PP	477-1	476-3
S1	474-4	473-2

Download as Excel Spreadsheet

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

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