CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	590-0	584-2	-5-6	-1.0%	577-4
High	591-0	588-0	-3-0	-0.5%	592-0
Low	581-0	577-4	-3-4	-0.6%	561-0
Close	581-4	578-2	-3-2	-0.6%	578-2
Range	10-0	10-4	0-4	5.0%	31-0
ATR	15-5	15-2	-0-3	-2.4%	0-0
Volume	18,787	15,947	-2,840	-15.1%	89,448

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	612-6	606-0	584-0
R3	602-2	595-4	581-1
R2	591-6	591-6	580-1
R1	585-0	585-0	579-2	583-1
PP	581-2	581-2	581-2	580-2
S1	574-4	574-4	577-2	572-5
S2	570-6	570-6	576-3
S3	560-2	564-0	575-3
S4	549-6	553-4	572-4

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	670-1	655-1	595-2
R3	639-1	624-1	586-6
R2	608-1	608-1	583-7
R1	593-1	593-1	581-1	600-5
PP	577-1	577-1	577-1	580-6
S1	562-1	562-1	575-3	569-5
S2	546-1	546-1	572-5
S3	515-1	531-1	569-6
S4	484-1	500-1	561-2

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	5.4%	11-6	2.0%	56%	False	False	17,889
10	599-0	561-0	38-0	6.6%	13-6	2.4%	45%	False	False	20,178
20	599-0	474-4	124-4	21.5%	12-3	2.1%	83%	False	False	17,661
40	599-0	455-4	143-4	24.8%	9-6	1.7%	86%	False	False	14,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	632-5
2.618	615-4
1.618	605-0
1.000	598-4
0.618	594-4
HIGH	588-0
0.618	584-0
0.500	582-6
0.382	581-4
LOW	577-4
0.618	571-0
1.000	567-0
1.618	560-4
2.618	550-0
4.250	532-7

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	582-6	582-4
PP	581-2	581-1
S1	579-6	579-5

Download as Excel Spreadsheet

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

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