CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	521-6	517-4	-4-2	-0.8%	499-6
High	524-4	520-0	-4-4	-0.9%	531-4
Low	521-6	516-0	-5-6	-1.1%	499-0
Close	524-4	518-2	-6-2	-1.2%	530-6
Range	2-6	4-0	1-2	45.5%	32-4
ATR	8-4	8-4	0-0	0.0%	0-0
Volume	10,652	19,187	8,535	80.1%	68,590

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	530-1	528-1	520-4
R3	526-1	524-1	519-3
R2	522-1	522-1	519-0
R1	520-1	520-1	518-5	521-1
PP	518-1	518-1	518-1	518-4
S1	516-1	516-1	517-7	517-1
S2	514-1	514-1	517-4
S3	510-1	512-1	517-1
S4	506-1	508-1	516-0

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	516-0	23-0	4.4%	8-6	1.7%	10%	False	True	15,782
10	539-0	485-0	54-0	10.4%	7-4	1.4%	62%	False	False	14,613
20	539-0	441-0	98-0	18.9%	6-7	1.3%	79%	False	False	11,481

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	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	537-0
2.618	530-4
1.618	526-4
1.000	524-0
0.618	522-4
HIGH	520-0
0.618	518-4
0.500	518-0
0.382	517-4
LOW	516-0
0.618	513-4
1.000	512-0
1.618	509-4
2.618	505-4
4.250	499-0

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	518-1	524-4
PP	518-1	522-3
S1	518-0	520-3

Download as Excel Spreadsheet

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

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