CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	483-4	479-4	-4-0	-0.8%	461-4
High	483-6	486-6	3-0	0.6%	482-4
Low	480-2	479-4	-0-6	-0.2%	459-2
Close	480-6	487-4	6-6	1.4%	482-4
Range	3-4	7-2	3-6	107.1%	23-2
ATR	8-0	8-0	0-0	-0.7%	0-0
Volume	12,085	12,048	-37	-0.3%	29,759

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	506-3	504-1	491-4
R3	499-1	496-7	489-4
R2	491-7	491-7	488-7
R1	489-5	489-5	488-1	490-6
PP	484-5	484-5	484-5	485-1
S1	482-3	482-3	486-7	483-4
S2	477-3	477-3	486-1
S3	470-1	475-1	485-4
S4	462-7	467-7	483-4

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	486-6	464-0	22-6	4.7%	7-1	1.5%	103%	True	False	12,076
10	486-6	441-0	45-6	9.4%	6-2	1.3%	102%	True	False	8,349
20	486-6	435-4	51-2	10.5%	6-2	1.3%	101%	True	False	6,852

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	517-4
2.618	505-6
1.618	498-4
1.000	494-0
0.618	491-2
HIGH	486-6
0.618	484-0
0.500	483-1
0.382	482-2
LOW	479-4
0.618	475-0
1.000	472-2
1.618	467-6
2.618	460-4
4.250	448-6

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	486-0	485-6
PP	484-5	484-0
S1	483-1	482-2

Download as Excel Spreadsheet

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

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