CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	504-6	506-4	1-6	0.3%	538-0
High	504-6	516-6	12-0	2.4%	538-0
Low	504-6	506-4	1-6	0.3%	484-0
Close	505-2	512-4	7-2	1.4%	484-0
Range	0-0	10-2	10-2		54-0
ATR	12-5	12-4	-0-1	-0.6%	0-0
Volume	17,763	11,360	-6,403	-36.0%	68,795

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	542-5	537-7	518-1
R3	532-3	527-5	515-3
R2	522-1	522-1	514-3
R1	517-3	517-3	513-4	519-6
PP	511-7	511-7	511-7	513-1
S1	507-1	507-1	511-4	509-4
S2	501-5	501-5	510-5
S3	491-3	496-7	509-5
S4	481-1	486-5	506-7

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	516-6	474-4	42-2	8.2%	11-5	2.3%	90%	True	False	15,449
10	541-0	474-4	66-4	13.0%	12-6	2.5%	57%	False	False	14,626
20	541-0	474-4	66-4	13.0%	10-1	2.0%	57%	False	False	14,620
40	541-0	435-4	105-4	20.6%	8-2	1.6%	73%	False	False	10,736

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	1-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	560-2
2.618	543-5
1.618	533-3
1.000	527-0
0.618	523-1
HIGH	516-6
0.618	512-7
0.500	511-5
0.382	510-3
LOW	506-4
0.618	500-1
1.000	496-2
1.618	489-7
2.618	479-5
4.250	463-0

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	512-2	510-5
PP	511-7	508-6
S1	511-5	506-7

Download as Excel Spreadsheet

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

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