CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	591-6	581-4	-10-2	-1.7%	586-6
High	595-4	587-0	-8-4	-1.4%	601-0
Low	584-0	581-4	-2-4	-0.4%	572-4
Close	584-2	582-4	-1-6	-0.3%	582-4
Range	11-4	5-4	-6-0	-52.2%	28-4
ATR	16-1	15-3	-0-6	-4.7%	0-0
Volume	36,642	24,356	-12,286	-33.5%	208,164

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	600-1	596-7	585-4
R3	594-5	591-3	584-0
R2	589-1	589-1	583-4
R1	585-7	585-7	583-0	587-4
PP	583-5	583-5	583-5	584-4
S1	580-3	580-3	582-0	582-0
S2	578-1	578-1	581-4
S3	572-5	574-7	581-0
S4	567-1	569-3	579-4

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	670-7	655-1	598-1
R3	642-3	626-5	590-3
R2	613-7	613-7	587-6
R1	598-1	598-1	585-1	591-6
PP	585-3	585-3	585-3	582-1
S1	569-5	569-5	579-7	563-2
S2	556-7	556-7	577-2
S3	528-3	541-1	574-5
S4	499-7	512-5	566-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	601-0	572-4	28-4	4.9%	15-0	2.6%	35%	False	False	41,632
10	601-0	479-0	122-0	20.9%	11-2	1.9%	85%	False	False	37,619
20	601-0	479-0	122-0	20.9%	11-6	2.0%	85%	False	False	31,342
40	601-0	444-4	156-4	26.9%	8-6	1.5%	88%	False	False	26,384

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	610-3
2.618	601-3
1.618	595-7
1.000	592-4
0.618	590-3
HIGH	587-0
0.618	584-7
0.500	584-2
0.382	583-5
LOW	581-4
0.618	578-1
1.000	576-0
1.618	572-5
2.618	567-1
4.250	558-1

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	584-2	591-2
PP	583-5	588-3
S1	583-1	585-3

Download as Excel Spreadsheet

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

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