CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	524-0	538-0	14-0	2.7%	539-0
High	541-0	538-0	-3-0	-0.6%	541-0
Low	524-0	528-4	4-4	0.9%	516-0
Close	539-6	530-2	-9-4	-1.8%	539-6
Range	17-0	9-4	-7-4	-44.1%	25-0
ATR	9-4	9-5	0-1	1.3%	0-0
Volume	17,843	17,848	5	0.0%	82,634

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	560-6	555-0	535-4
R3	551-2	545-4	532-7
R2	541-6	541-6	532-0
R1	536-0	536-0	531-1	534-1
PP	532-2	532-2	532-2	531-2
S1	526-4	526-4	529-3	524-5
S2	522-6	522-6	528-4
S3	513-2	517-0	527-5
S4	503-6	507-4	525-0

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	4.7%	9-0	1.7%	57%	False	False	15,912
10	541-0	499-0	42-0	7.9%	9-0	1.7%	74%	False	False	15,530
20	541-0	459-2	81-6	15.4%	7-2	1.4%	87%	False	False	12,890
40	541-0	421-0	120-0	22.6%	7-1	1.3%	91%	False	False	9,154

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	578-3
2.618	562-7
1.618	553-3
1.000	547-4
0.618	543-7
HIGH	538-0
0.618	534-3
0.500	533-2
0.382	532-1
LOW	528-4
0.618	522-5
1.000	519-0
1.618	513-1
2.618	503-5
4.250	488-1

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	533-2	529-5
PP	532-2	529-1
S1	531-2	528-4

Download as Excel Spreadsheet

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

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