CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	566-0	573-0	7-0	1.2%	583-0
High	573-0	592-0	19-0	3.3%	599-0
Low	561-0	573-0	12-0	2.1%	569-0
Close	563-2	591-2	28-0	5.0%	580-6
Range	12-0	19-0	7-0	58.3%	30-0
ATR	15-1	16-1	1-0	6.5%	0-0
Volume	9,771	30,902	21,131	216.3%	112,333

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	642-3	635-7	601-6
R3	623-3	616-7	596-4
R2	604-3	604-3	594-6
R1	597-7	597-7	593-0	601-1
PP	585-3	585-3	585-3	587-0
S1	578-7	578-7	589-4	582-1
S2	566-3	566-3	587-6
S3	547-3	559-7	586-0
S4	528-3	540-7	580-6

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	594-4	561-0	33-4	5.7%	11-4	1.9%	90%	False	False	19,204
10	599-0	506-4	92-4	15.6%	12-6	2.2%	92%	False	False	20,143
20	599-0	474-4	124-4	21.1%	12-3	2.1%	94%	False	False	17,776
40	599-0	441-0	158-0	26.7%	9-4	1.6%	95%	False	False	14,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	672-6
2.618	641-6
1.618	622-6
1.000	611-0
0.618	603-6
HIGH	592-0
0.618	584-6
0.500	582-4
0.382	580-2
LOW	573-0
0.618	561-2
1.000	554-0
1.618	542-2
2.618	523-2
4.250	492-2

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	588-3	586-3
PP	585-3	581-3
S1	582-4	576-4

Download as Excel Spreadsheet

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

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