CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	517-4	524-0	6-4	1.3%	539-0
High	520-0	541-0	21-0	4.0%	541-0
Low	516-0	524-0	8-0	1.6%	516-0
Close	518-2	539-6	21-4	4.1%	539-6
Range	4-0	17-0	13-0	325.0%	25-0
ATR	8-4	9-4	1-0	11.9%	0-0
Volume	19,187	17,843	-1,344	-7.0%	82,634

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	585-7	579-7	549-1
R3	568-7	562-7	544-3
R2	551-7	551-7	542-7
R1	545-7	545-7	541-2	548-7
PP	534-7	534-7	534-7	536-4
S1	528-7	528-7	538-2	531-7
S2	517-7	517-7	536-5
S3	500-7	511-7	535-1
S4	483-7	494-7	530-3

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	607-2	598-4	553-4
R3	582-2	573-4	546-5
R2	557-2	557-2	544-3
R1	548-4	548-4	542-0	552-7
PP	532-2	532-2	532-2	534-4
S1	523-4	523-4	537-4	527-7
S2	507-2	507-2	535-1
S3	482-2	498-4	532-7
S4	457-2	473-4	526-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-0	516-0	25-0	4.6%	9-6	1.8%	95%	True	False	16,526
10	541-0	499-0	42-0	7.8%	8-2	1.5%	97%	True	False	15,122
20	541-0	455-4	85-4	15.8%	7-0	1.3%	99%	True	False	12,164

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	1-0
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	613-2
2.618	585-4
1.618	568-4
1.000	558-0
0.618	551-4
HIGH	541-0
0.618	534-4
0.500	532-4
0.382	530-4
LOW	524-0
0.618	513-4
1.000	507-0
1.618	496-4
2.618	479-4
4.250	451-6

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	537-3	536-0
PP	534-7	532-2
S1	532-4	528-4

Download as Excel Spreadsheet

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

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