CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	508-4	507-4	-1-0	-0.2%	540-2
High	517-0	508-0	-9-0	-1.7%	540-4
Low	501-0	487-4	-13-4	-2.7%	487-4
Close	517-4	487-4	-30-0	-5.8%	487-4
Range	16-0	20-4	4-4	28.1%	53-0
ATR	11-2	12-5	1-3	11.8%	0-0
Volume	20,718	37,269	16,551	79.9%	114,587

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	555-7	542-1	498-6
R3	535-3	521-5	493-1
R2	514-7	514-7	491-2
R1	501-1	501-1	489-3	497-6
PP	494-3	494-3	494-3	492-5
S1	480-5	480-5	485-5	477-2
S2	473-7	473-7	483-6
S3	453-3	460-1	481-7
S4	432-7	439-5	476-2

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	664-1	628-7	516-5
R3	611-1	575-7	502-1
R2	558-1	558-1	497-2
R1	522-7	522-7	492-3	514-0
PP	505-1	505-1	505-1	500-6
S1	469-7	469-7	482-5	461-0
S2	452-1	452-1	477-6
S3	399-1	416-7	472-7
S4	346-1	363-7	458-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	540-4	487-4	53-0	10.9%	14-3	2.9%	0%	False	True	22,917
10	541-6	487-4	54-2	11.1%	12-2	2.5%	0%	False	True	25,065
20	541-6	473-0	68-6	14.1%	9-5	2.0%	21%	False	False	26,593
40	541-6	436-0	105-6	21.7%	7-6	1.6%	49%	False	False	20,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	595-1
2.618	561-5
1.618	541-1
1.000	528-4
0.618	520-5
HIGH	508-0
0.618	500-1
0.500	497-6
0.382	495-3
LOW	487-4
0.618	474-7
1.000	467-0
1.618	454-3
2.618	433-7
4.250	400-3

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	497-6	506-3
PP	494-3	500-1
S1	490-7	493-6

Download as Excel Spreadsheet

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

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