CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 05-Oct-2010

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	474-4	497-0	22-4	4.7%	538-0
High	490-0	509-0	19-0	3.9%	538-0
Low	474-4	497-0	22-4	4.7%	484-0
Close	489-2	508-0	18-6	3.8%	484-0
Range	15-4	12-0	-3-4	-22.6%	54-0
ATR	12-7	13-3	0-4	3.8%	0-0
Volume	19,104	11,398	-7,706	-40.3%	68,795

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	540-5	536-3	514-5
R3	528-5	524-3	511-2
R2	516-5	516-5	510-2
R1	512-3	512-3	509-1	514-4
PP	504-5	504-5	504-5	505-6
S1	500-3	500-3	506-7	502-4
S2	492-5	492-5	505-6
S3	480-5	488-3	504-6
S4	468-5	476-3	501-3

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	664-0	628-0	513-6
R3	610-0	574-0	498-7
R2	556-0	556-0	493-7
R1	520-0	520-0	489-0	511-0
PP	502-0	502-0	502-0	497-4
S1	466-0	466-0	479-0	457-0
S2	448-0	448-0	474-1
S3	394-0	412-0	469-1
S4	340-0	358-0	454-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	522-4	474-4	48-0	9.4%	15-7	3.1%	70%	False	False	13,789
10	541-0	474-4	66-4	13.1%	12-3	2.4%	50%	False	False	14,697
20	541-0	474-4	66-4	13.1%	10-1	2.0%	50%	False	False	14,370
40	541-0	428-2	112-6	22.2%	8-1	1.6%	71%	False	False	10,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	1-2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	560-0
2.618	540-3
1.618	528-3
1.000	521-0
0.618	516-3
HIGH	509-0
0.618	504-3
0.500	503-0
0.382	501-5
LOW	497-0
0.618	489-5
1.000	485-0
1.618	477-5
2.618	465-5
4.250	446-0

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	506-3	502-5
PP	504-5	497-1
S1	503-0	491-6

Download as Excel Spreadsheet

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

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