CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	545-2	586-6	41-4	7.6%	479-0
High	545-2	587-2	42-0	7.7%	545-2
Low	545-2	572-4	27-2	5.0%	479-0
Close	545-2	574-0	28-6	5.3%	545-2
Range	0-0	14-6	14-6		66-2
ATR	13-5	15-5	2-0	14.9%	0-0
Volume	38,221	36,508	-1,713	-4.5%	168,030

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	622-1	612-7	582-1
R3	607-3	598-1	578-0
R2	592-5	592-5	576-6
R1	583-3	583-3	575-3	580-5
PP	577-7	577-7	577-7	576-4
S1	568-5	568-5	572-5	565-7
S2	563-1	563-1	571-2
S3	548-3	553-7	570-0
S4	533-5	539-1	565-7

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	721-7	699-7	581-6
R3	655-5	633-5	563-4
R2	589-3	589-3	557-3
R1	567-3	567-3	551-3	578-3
PP	523-1	523-1	523-1	528-6
S1	501-1	501-1	539-1	512-1
S2	456-7	456-7	533-1
S3	390-5	434-7	527-0
S4	324-3	368-5	508-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	587-2	500-4	86-6	15.1%	7-4	1.3%	85%	True	False	32,075
10	587-2	479-0	108-2	18.9%	11-4	2.0%	88%	True	False	29,390
20	587-2	479-0	108-2	18.9%	10-2	1.8%	88%	True	False	28,146
40	587-2	444-4	142-6	24.9%	8-0	1.4%	91%	True	False	23,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	650-0
2.618	625-7
1.618	611-1
1.000	602-0
0.618	596-3
HIGH	587-2
0.618	581-5
0.500	579-7
0.382	578-1
LOW	572-4
0.618	563-3
1.000	557-6
1.618	548-5
2.618	533-7
4.250	509-6

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	579-7	565-6
PP	577-7	557-4
S1	576-0	549-2

Download as Excel Spreadsheet

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

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