CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	513-0	510-0	-3-0	-0.6%	477-6
High	514-4	514-4	0-0	0.0%	494-0
Low	511-2	510-0	-1-2	-0.2%	477-6
Close	513-2	513-4	0-2	0.0%	494-6
Range	3-2	4-4	1-2	38.5%	16-2
ATR	7-7	7-5	-0-2	-3.1%	0-0
Volume	18,145	13,572	-4,573	-25.2%	58,987

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	526-1	524-3	516-0
R3	521-5	519-7	514-6
R2	517-1	517-1	514-3
R1	515-3	515-3	513-7	516-2
PP	512-5	512-5	512-5	513-1
S1	510-7	510-7	513-1	511-6
S2	508-1	508-1	512-5
S3	503-5	506-3	512-2
S4	499-1	501-7	511-0

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	514-4	485-0	29-4	5.7%	6-2	1.2%	97%	True	False	13,445
10	514-4	464-0	50-4	9.8%	6-6	1.3%	98%	True	False	12,760
20	514-4	438-0	76-4	14.9%	6-1	1.2%	99%	True	False	8,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	533-5
2.618	526-2
1.618	521-6
1.000	519-0
0.618	517-2
HIGH	514-4
0.618	512-6
0.500	512-2
0.382	511-6
LOW	510-0
0.618	507-2
1.000	505-4
1.618	502-6
2.618	498-2
4.250	490-7

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	513-1	511-2
PP	512-5	509-0
S1	512-2	506-6

Download as Excel Spreadsheet

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

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