CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 18-Oct-2010

Day Change Summary
	Previous	Current
	15-Oct-2010	18-Oct-2010	Change	Change %	Previous Week
Open	581-4	579-0	-2-4	-0.4%	586-6
High	587-0	580-2	-6-6	-1.1%	601-0
Low	581-4	575-2	-6-2	-1.1%	572-4
Close	582-4	577-6	-4-6	-0.8%	582-4
Range	5-4	5-0	-0-4	-9.1%	28-4
ATR	15-3	14-6	-0-5	-3.8%	0-0
Volume	24,356	24,860	504	2.1%	208,164

Daily Pivots for day following 18-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	592-6	590-2	580-4
R3	587-6	585-2	579-1
R2	582-6	582-6	578-5
R1	580-2	580-2	578-2	579-0
PP	577-6	577-6	577-6	577-1
S1	575-2	575-2	577-2	574-0
S2	572-6	572-6	576-7
S3	567-6	570-2	576-3
S4	562-6	565-2	575-0

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	574-4	26-4	4.6%	13-0	2.3%	12%	False	False	39,303
10	601-0	500-4	100-4	17.4%	10-2	1.8%	77%	False	False	35,689
20	601-0	479-0	122-0	21.1%	11-3	2.0%	81%	False	False	30,803
40	601-0	444-4	156-4	27.1%	8-5	1.5%	85%	False	False	26,431

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	0-5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	601-4
2.618	593-3
1.618	588-3
1.000	585-2
0.618	583-3
HIGH	580-2
0.618	578-3
0.500	577-6
0.382	577-1
LOW	575-2
0.618	572-1
1.000	570-2
1.618	567-1
2.618	562-1
4.250	554-0

Fisher Pivots for day following 18-Oct-2010
Pivot	1 day	3 day
R1	577-6	585-3
PP	577-6	582-7
S1	577-6	580-2

Download as Excel Spreadsheet

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

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