CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	590-0	579-0	-11-0	-1.9%	583-0
High	594-4	586-4	-8-0	-1.3%	599-0
Low	583-0	579-0	-4-0	-0.7%	569-0
Close	583-4	580-6	-2-6	-0.5%	580-6
Range	11-4	7-4	-4-0	-34.8%	30-0
ATR	16-2	15-5	-0-5	-3.9%	0-0
Volume	27,794	13,516	-14,278	-51.4%	112,333

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	604-5	600-1	584-7
R3	597-1	592-5	582-6
R2	589-5	589-5	582-1
R1	585-1	585-1	581-4	587-3
PP	582-1	582-1	582-1	583-2
S1	577-5	577-5	580-0	579-7
S2	574-5	574-5	579-3
S3	567-1	570-1	578-6
S4	559-5	562-5	576-5

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	672-7	656-7	597-2
R3	642-7	626-7	589-0
R2	612-7	612-7	586-2
R1	596-7	596-7	583-4	589-7
PP	582-7	582-7	582-7	579-4
S1	566-7	566-7	578-0	559-7
S2	552-7	552-7	575-2
S3	522-7	536-7	572-4
S4	492-7	506-7	564-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	599-0	569-0	30-0	5.2%	15-6	2.7%	39%	False	False	22,466
10	599-0	474-4	124-4	21.4%	11-5	2.0%	85%	False	False	19,498
20	599-0	474-4	124-4	21.4%	11-7	2.0%	85%	False	False	17,320
40	599-0	438-0	161-0	27.7%	9-1	1.6%	89%	False	False	13,316

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	0-6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	618-3
2.618	606-1
1.618	598-5
1.000	594-0
0.618	591-1
HIGH	586-4
0.618	583-5
0.500	582-6
0.382	581-7
LOW	579-0
0.618	574-3
1.000	571-4
1.618	566-7
2.618	559-3
4.250	547-1

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	582-6	589-0
PP	582-1	586-2
S1	581-3	583-4

Download as Excel Spreadsheet

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

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