CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	577-4	566-0	-11-4	-2.0%	583-0
High	579-4	573-0	-6-4	-1.1%	599-0
Low	572-0	561-0	-11-0	-1.9%	569-0
Close	575-2	563-2	-12-0	-2.1%	580-6
Range	7-4	12-0	4-4	60.0%	30-0
ATR	15-1	15-1	-0-1	-0.4%	0-0
Volume	14,041	9,771	-4,270	-30.4%	112,333

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	601-6	594-4	569-7
R3	589-6	582-4	566-4
R2	577-6	577-6	565-4
R1	570-4	570-4	564-3	568-1
PP	565-6	565-6	565-6	564-4
S1	558-4	558-4	562-1	556-1
S2	553-6	553-6	561-0
S3	541-6	546-4	560-0
S4	529-6	534-4	556-5

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	561-0	38-0	6.7%	11-1	2.0%	6%	False	True	17,699
10	599-0	504-6	94-2	16.7%	10-7	1.9%	62%	False	False	18,829
20	599-0	474-4	124-4	22.1%	11-5	2.1%	71%	False	False	16,763
40	599-0	438-0	161-0	28.6%	9-2	1.6%	78%	False	False	13,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1-3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	624-0
2.618	604-3
1.618	592-3
1.000	585-0
0.618	580-3
HIGH	573-0
0.618	568-3
0.500	567-0
0.382	565-5
LOW	561-0
0.618	553-5
1.000	549-0
1.618	541-5
2.618	529-5
4.250	510-0

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	567-0	573-6
PP	565-6	570-2
S1	564-4	566-6

Download as Excel Spreadsheet

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

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