CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	586-6	574-4	-12-2	-2.1%	479-0
High	587-2	600-0	12-6	2.2%	545-2
Low	572-4	574-4	2-0	0.3%	479-0
Close	574-0	595-4	21-4	3.7%	545-2
Range	14-6	25-4	10-6	72.9%	66-2
ATR	15-5	16-3	0-6	4.7%	0-0
Volume	36,508	62,502	25,994	71.2%	168,030

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	666-4	656-4	609-4
R3	641-0	631-0	602-4
R2	615-4	615-4	600-1
R1	605-4	605-4	597-7	610-4
PP	590-0	590-0	590-0	592-4
S1	580-0	580-0	593-1	585-0
S2	564-4	564-4	590-7
S3	539-0	554-4	588-4
S4	513-4	529-0	581-4

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	600-0	509-2	90-6	15.2%	10-2	1.7%	95%	True	False	37,748
10	600-0	479-0	121-0	20.3%	13-1	2.2%	96%	True	False	34,094
20	600-0	479-0	121-0	20.3%	10-7	1.8%	96%	True	False	30,221
40	600-0	444-4	155-4	26.1%	8-4	1.4%	97%	True	False	24,628

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	1-0
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	708-3
2.618	666-6
1.618	641-2
1.000	625-4
0.618	615-6
HIGH	600-0
0.618	590-2
0.500	587-2
0.382	584-2
LOW	574-4
0.618	558-6
1.000	549-0
1.618	533-2
2.618	507-6
4.250	466-1

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	592-6	587-7
PP	590-0	580-2
S1	587-2	572-5

Download as Excel Spreadsheet

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

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