CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	573-0	590-0	17-0	3.0%	583-0
High	592-0	591-0	-1-0	-0.2%	599-0
Low	573-0	581-0	8-0	1.4%	569-0
Close	591-2	581-4	-9-6	-1.6%	580-6
Range	19-0	10-0	-9-0	-47.4%	30-0
ATR	16-1	15-5	-0-3	-2.6%	0-0
Volume	30,902	18,787	-12,115	-39.2%	112,333

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	614-4	608-0	587-0
R3	604-4	598-0	584-2
R2	594-4	594-4	583-3
R1	588-0	588-0	582-3	586-2
PP	584-4	584-4	584-4	583-5
S1	578-0	578-0	580-5	576-2
S2	574-4	574-4	579-5
S3	564-4	568-0	578-6
S4	554-4	558-0	576-0

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	592-0	561-0	31-0	5.3%	11-2	1.9%	66%	False	False	17,403
10	599-0	542-4	56-4	9.7%	12-6	2.2%	69%	False	False	20,885
20	599-0	474-4	124-4	21.4%	12-6	2.2%	86%	False	False	17,756
40	599-0	441-0	158-0	27.2%	9-6	1.7%	89%	False	False	14,618

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	633-4
2.618	617-1
1.618	607-1
1.000	601-0
0.618	597-1
HIGH	591-0
0.618	587-1
0.500	586-0
0.382	584-7
LOW	581-0
0.618	574-7
1.000	571-0
1.618	564-7
2.618	554-7
4.250	538-4

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	586-0	579-7
PP	584-4	578-1
S1	583-0	576-4

Download as Excel Spreadsheet

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

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