CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	509-0	508-4	-0-4	-0.1%	540-4
High	525-2	517-0	-8-2	-1.6%	541-6
Low	509-0	501-0	-8-0	-1.6%	518-4
Close	525-4	517-4	-8-0	-1.5%	542-0
Range	16-2	16-0	-0-2	-1.5%	23-2
ATR	10-2	11-2	1-0	9.9%	0-0
Volume	15,916	20,718	4,802	30.2%	136,068

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	559-7	554-5	526-2
R3	543-7	538-5	521-7
R2	527-7	527-7	520-3
R1	522-5	522-5	519-0	525-2
PP	511-7	511-7	511-7	513-1
S1	506-5	506-5	516-0	509-2
S2	495-7	495-7	514-5
S3	479-7	490-5	513-1
S4	463-7	474-5	508-6

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	501-0	40-6	7.9%	12-6	2.5%	40%	False	True	20,212
10	541-6	501-0	40-6	7.9%	11-1	2.2%	40%	False	True	23,918
20	541-6	470-0	71-6	13.9%	8-6	1.7%	66%	False	False	25,654
40	541-6	436-0	105-6	20.4%	7-6	1.5%	77%	False	False	20,309

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1-7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	585-0
2.618	558-7
1.618	542-7
1.000	533-0
0.618	526-7
HIGH	517-0
0.618	510-7
0.500	509-0
0.382	507-1
LOW	501-0
0.618	491-1
1.000	485-0
1.618	475-1
2.618	459-1
4.250	433-0

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	514-5	517-1
PP	511-7	516-5
S1	509-0	516-2

Download as Excel Spreadsheet

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

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