CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	522-4	539-0	16-4	3.2%	499-6
High	531-4	539-0	7-4	1.4%	531-4
Low	520-0	525-2	5-2	1.0%	499-0
Close	530-6	526-2	-4-4	-0.8%	530-6
Range	11-4	13-6	2-2	19.6%	32-4
ATR	8-3	8-6	0-3	4.5%	0-0
Volume	14,121	20,922	6,801	48.2%	68,590

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	571-3	562-5	533-6
R3	557-5	548-7	530-0
R2	543-7	543-7	528-6
R1	535-1	535-1	527-4	532-5
PP	530-1	530-1	530-1	529-0
S1	521-3	521-3	525-0	518-7
S2	516-3	516-3	523-6
S3	502-5	507-5	522-4
S4	488-7	493-7	518-6

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	539-0	499-0	40-0	7.6%	9-1	1.7%	68%	True	False	15,148
10	539-0	477-6	61-2	11.6%	7-2	1.4%	79%	True	False	14,849
20	539-0	438-0	101-0	19.2%	6-3	1.2%	87%	True	False	10,098

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	597-4
2.618	575-0
1.618	561-2
1.000	552-6
0.618	547-4
HIGH	539-0
0.618	533-6
0.500	532-1
0.382	530-4
LOW	525-2
0.618	516-6
1.000	511-4
1.618	503-0
2.618	489-2
4.250	466-6

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	532-1	525-5
PP	530-1	525-1
S1	528-2	524-4

Download as Excel Spreadsheet

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

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