CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	491-0	499-6	8-6	1.8%	477-6
High	494-0	501-2	7-2	1.5%	494-0
Low	485-0	499-0	14-0	2.9%	477-6
Close	494-6	499-6	5-0	1.0%	494-6
Range	9-0	2-2	-6-6	-75.0%	16-2
ATR	8-0	8-0	-0-1	-1.4%	0-0
Volume	12,757	13,769	1,012	7.9%	58,987

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	506-6	505-4	501-0
R3	504-4	503-2	500-3
R2	502-2	502-2	500-1
R1	501-0	501-0	500-0	500-7
PP	500-0	500-0	500-0	500-0
S1	498-6	498-6	499-4	498-5
S2	497-6	497-6	499-3
S3	495-4	496-4	499-1
S4	493-2	494-2	498-4

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	501-2	477-6	23-4	4.7%	5-4	1.1%	94%	True	False	14,551
10	501-2	459-2	42-0	8.4%	5-4	1.1%	96%	True	False	10,251
20	501-2	438-0	63-2	12.7%	6-1	1.2%	98%	True	False	7,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	510-6
2.618	507-1
1.618	504-7
1.000	503-4
0.618	502-5
HIGH	501-2
0.618	500-3
0.500	500-1
0.382	499-7
LOW	499-0
0.618	497-5
1.000	496-6
1.618	495-3
2.618	493-1
4.250	489-4

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	500-1	496-5
PP	500-0	493-4
S1	499-7	490-3

Download as Excel Spreadsheet

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

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