CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	525-4	507-0	-18-4	-3.5%	539-0
High	529-0	522-4	-6-4	-1.2%	541-0
Low	517-6	507-0	-10-6	-2.1%	516-0
Close	518-2	522-2	4-0	0.8%	539-6
Range	11-2	15-4	4-2	37.8%	25-0
ATR	9-7	10-2	0-3	4.1%	0-0
Volume	12,502	7,609	-4,893	-39.1%	82,634

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	563-6	558-4	530-6
R3	548-2	543-0	526-4
R2	532-6	532-6	525-1
R1	527-4	527-4	523-5	530-1
PP	517-2	517-2	517-2	518-4
S1	512-0	512-0	520-7	514-5
S2	501-6	501-6	519-3
S3	486-2	496-4	518-0
S4	470-6	481-0	513-6

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	507-0	34-0	6.5%	11-4	2.2%	45%	False	True	14,997
10	541-0	507-0	34-0	6.5%	10-1	1.9%	45%	False	True	14,828
20	541-0	464-0	77-0	14.7%	8-2	1.6%	76%	False	False	13,427
40	541-0	428-2	112-6	21.6%	7-4	1.4%	83%	False	False	9,413

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	1-1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	588-3
2.618	563-1
1.618	547-5
1.000	538-0
0.618	532-1
HIGH	522-4
0.618	516-5
0.500	514-6
0.382	512-7
LOW	507-0
0.618	497-3
1.000	491-4
1.618	481-7
2.618	466-3
4.250	441-1

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	519-6	522-4
PP	517-2	522-3
S1	514-6	522-3

Download as Excel Spreadsheet

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

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