CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	510-0	522-4	12-4	2.5%	499-6
High	514-4	531-4	17-0	3.3%	531-4
Low	510-0	520-0	10-0	2.0%	499-0
Close	513-4	530-6	17-2	3.4%	530-6
Range	4-4	11-4	7-0	155.6%	32-4
ATR	7-5	8-3	0-6	9.6%	0-0
Volume	13,572	14,121	549	4.0%	68,590

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	561-7	557-7	537-1
R3	550-3	546-3	533-7
R2	538-7	538-7	532-7
R1	534-7	534-7	531-6	536-7
PP	527-3	527-3	527-3	528-4
S1	523-3	523-3	529-6	525-3
S2	515-7	515-7	528-5
S3	504-3	511-7	527-5
S4	492-7	500-3	524-3

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	617-7	606-7	548-5
R3	585-3	574-3	539-6
R2	552-7	552-7	536-6
R1	541-7	541-7	533-6	547-3
PP	520-3	520-3	520-3	523-2
S1	509-3	509-3	527-6	514-7
S2	487-7	487-7	524-6
S3	455-3	476-7	521-6
S4	422-7	444-3	512-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	531-4	499-0	32-4	6.1%	6-6	1.3%	98%	True	False	13,718
10	531-4	466-4	65-0	12.2%	7-4	1.4%	99%	True	False	13,397
20	531-4	438-0	93-4	17.6%	6-3	1.2%	99%	True	False	9,312

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	0-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	580-3
2.618	561-5
1.618	550-1
1.000	543-0
0.618	538-5
HIGH	531-4
0.618	527-1
0.500	525-6
0.382	524-3
LOW	520-0
0.618	512-7
1.000	508-4
1.618	501-3
2.618	489-7
4.250	471-1

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	529-1	527-3
PP	527-3	524-1
S1	525-6	520-6

Download as Excel Spreadsheet

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

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