CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	579-0	567-4	-11-4	-2.0%	586-6
High	580-2	572-4	-7-6	-1.3%	601-0
Low	575-2	565-0	-10-2	-1.8%	572-4
Close	577-6	565-0	-12-6	-2.2%	582-4
Range	5-0	7-4	2-4	50.0%	28-4
ATR	14-6	14-5	-0-1	-1.0%	0-0
Volume	24,860	14,844	-10,016	-40.3%	208,164

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	590-0	585-0	569-1
R3	582-4	577-4	567-0
R2	575-0	575-0	566-3
R1	570-0	570-0	565-6	568-6
PP	567-4	567-4	567-4	566-7
S1	562-4	562-4	564-2	561-2
S2	560-0	560-0	563-5
S3	552-4	555-0	563-0
S4	545-0	547-4	560-7

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	565-0	36-0	6.4%	9-3	1.7%	0%	False	True	29,771
10	601-0	509-2	91-6	16.2%	9-7	1.7%	61%	False	False	33,760
20	601-0	479-0	122-0	21.6%	11-1	2.0%	70%	False	False	30,314
40	601-0	444-4	156-4	27.7%	8-6	1.5%	77%	False	False	26,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	604-3
2.618	592-1
1.618	584-5
1.000	580-0
0.618	577-1
HIGH	572-4
0.618	569-5
0.500	568-6
0.382	567-7
LOW	565-0
0.618	560-3
1.000	557-4
1.618	552-7
2.618	545-3
4.250	533-1

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	568-6	576-0
PP	567-4	572-3
S1	566-2	568-5

Download as Excel Spreadsheet

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

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