CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	540-2	529-0	-11-2	-2.1%	540-4
High	540-4	531-4	-9-0	-1.7%	541-6
Low	531-4	521-4	-10-0	-1.9%	518-4
Close	532-6	521-2	-11-4	-2.2%	542-0
Range	9-0	10-0	1-0	11.1%	23-2
ATR	9-6	9-7	0-1	1.1%	0-0
Volume	25,219	15,465	-9,754	-38.7%	136,068

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	554-6	548-0	526-6
R3	544-6	538-0	524-0
R2	534-6	534-6	523-1
R1	528-0	528-0	522-1	526-3
PP	524-6	524-6	524-6	524-0
S1	518-0	518-0	520-3	516-3
S2	514-6	514-6	519-3
S3	504-6	508-0	518-4
S4	494-6	498-0	515-6

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	603-7	596-1	554-6
R3	580-5	572-7	548-3
R2	557-3	557-3	546-2
R1	549-5	549-5	544-1	553-4
PP	534-1	534-1	534-1	536-0
S1	526-3	526-3	539-7	530-2
S2	510-7	510-7	537-6
S3	487-5	503-1	535-5
S4	464-3	479-7	529-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-6	518-4	23-2	4.5%	9-0	1.7%	12%	False	False	23,297
10	541-6	513-4	28-2	5.4%	8-5	1.7%	27%	False	False	26,349
20	541-6	463-4	78-2	15.0%	7-4	1.4%	74%	False	False	25,236
40	541-6	427-4	114-2	21.9%	7-2	1.4%	82%	False	False	19,850

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	574-0
2.618	557-5
1.618	547-5
1.000	541-4
0.618	537-5
HIGH	531-4
0.618	527-5
0.500	526-4
0.382	525-3
LOW	521-4
0.618	515-3
1.000	511-4
1.618	505-3
2.618	495-3
4.250	479-0

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	526-4	531-5
PP	524-6	528-1
S1	523-0	524-6

Download as Excel Spreadsheet

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

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