CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	479-4	491-0	11-4	2.4%	477-6
High	486-6	494-0	7-2	1.5%	494-0
Low	479-4	485-0	5-4	1.1%	477-6
Close	487-4	494-6	7-2	1.5%	494-6
Range	7-2	9-0	1-6	24.1%	16-2
ATR	8-0	8-0	0-1	0.9%	0-0
Volume	12,048	12,757	709	5.9%	58,987

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	518-2	515-4	499-6
R3	509-2	506-4	497-2
R2	500-2	500-2	496-3
R1	497-4	497-4	495-5	498-7
PP	491-2	491-2	491-2	492-0
S1	488-4	488-4	493-7	489-7
S2	482-2	482-2	493-1
S3	473-2	479-4	492-2
S4	464-2	470-4	489-6

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	537-5	532-3	503-6
R3	521-3	516-1	499-2
R2	505-1	505-1	497-6
R1	499-7	499-7	496-2	502-4
PP	488-7	488-7	488-7	490-1
S1	483-5	483-5	493-2	486-2
S2	472-5	472-5	491-6
S3	456-3	467-3	490-2
S4	440-1	451-1	485-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	494-0	466-4	27-4	5.6%	8-2	1.7%	103%	True	False	13,077
10	494-0	455-4	38-4	7.8%	5-6	1.2%	102%	True	False	9,206
20	494-0	438-0	56-0	11.3%	6-1	1.2%	101%	True	False	7,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	532-2
2.618	517-4
1.618	508-4
1.000	503-0
0.618	499-4
HIGH	494-0
0.618	490-4
0.500	489-4
0.382	488-4
LOW	485-0
0.618	479-4
1.000	476-0
1.618	470-4
2.618	461-4
4.250	446-6

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	493-0	492-1
PP	491-2	489-3
S1	489-4	486-6

Download as Excel Spreadsheet

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

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