CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	500-4	511-0	10-4	2.1%	540-2
High	512-0	512-0	0-0	0.0%	540-4
Low	500-4	509-2	8-6	1.7%	487-4
Close	511-6	509-2	-2-4	-0.5%	487-4
Range	11-4	2-6	-8-6	-76.1%	53-0
ATR	13-2	12-4	-0-6	-5.7%	0-0
Volume	34,136	33,408	-728	-2.1%	114,587

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	518-3	516-5	510-6
R3	515-5	513-7	510-0
R2	512-7	512-7	509-6
R1	511-1	511-1	509-4	510-5
PP	510-1	510-1	510-1	510-0
S1	508-3	508-3	509-0	507-7
S2	507-3	507-3	508-6
S3	504-5	505-5	508-4
S4	501-7	502-7	507-6

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	517-0	479-0	38-0	7.5%	13-2	2.6%	80%	False	False	33,938
10	541-6	479-0	62-6	12.3%	11-7	2.3%	48%	False	False	27,899
20	541-6	479-0	62-6	12.3%	10-0	2.0%	48%	False	False	27,815
40	541-6	436-0	105-6	20.8%	7-7	1.6%	69%	False	False	22,259

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1-3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	523-6
2.618	519-2
1.618	516-4
1.000	514-6
0.618	513-6
HIGH	512-0
0.618	511-0
0.500	510-5
0.382	510-2
LOW	509-2
0.618	507-4
1.000	506-4
1.618	504-6
2.618	502-0
4.250	497-4

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	510-5	504-5
PP	510-1	500-1
S1	509-6	495-4

Download as Excel Spreadsheet

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

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