CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	579-0	577-4	-1-4	-0.3%	583-0
High	586-4	579-4	-7-0	-1.2%	599-0
Low	579-0	572-0	-7-0	-1.2%	569-0
Close	580-6	575-2	-5-4	-0.9%	580-6
Range	7-4	7-4	0-0	0.0%	30-0
ATR	15-5	15-1	-0-4	-3.2%	0-0
Volume	13,516	14,041	525	3.9%	112,333

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	598-1	594-1	579-3
R3	590-5	586-5	577-2
R2	583-1	583-1	576-5
R1	579-1	579-1	576-0	577-3
PP	575-5	575-5	575-5	574-6
S1	571-5	571-5	574-4	569-7
S2	568-1	568-1	573-7
S3	560-5	564-1	573-2
S4	553-1	556-5	571-1

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	571-0	28-0	4.9%	14-1	2.5%	15%	False	False	22,106
10	599-0	497-0	102-0	17.7%	10-7	1.9%	77%	False	False	18,991
20	599-0	474-4	124-4	21.6%	11-5	2.0%	81%	False	False	16,976
40	599-0	438-0	161-0	28.0%	9-0	1.6%	85%	False	False	13,537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-7

Fibonacci Retracements and Extensions
4.250	611-3
2.618	599-1
1.618	591-5
1.000	587-0
0.618	584-1
HIGH	579-4
0.618	576-5
0.500	575-6
0.382	574-7
LOW	572-0
0.618	567-3
1.000	564-4
1.618	559-7
2.618	552-3
4.250	540-1

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	575-6	583-2
PP	575-5	580-5
S1	575-3	577-7

Download as Excel Spreadsheet

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

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