CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	593-0	587-2	-5-6	-1.0%	579-0
High	593-0	589-6	-3-2	-0.5%	595-0
Low	582-4	581-0	-1-4	-0.3%	565-0
Close	584-0	581-0	-3-0	-0.5%	581-0
Range	10-4	8-6	-1-6	-16.7%	30-0
ATR	15-3	14-7	-0-4	-3.1%	0-0
Volume	48,860	31,491	-17,369	-35.5%	154,117

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	610-1	604-3	585-6
R3	601-3	595-5	583-3
R2	592-5	592-5	582-5
R1	586-7	586-7	581-6	585-3
PP	583-7	583-7	583-7	583-2
S1	578-1	578-1	580-2	576-5
S2	575-1	575-1	579-3
S3	566-3	569-3	578-5
S4	557-5	560-5	576-2

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	670-3	655-5	597-4
R3	640-3	625-5	589-2
R2	610-3	610-3	586-4
R1	595-5	595-5	583-6	603-0
PP	580-3	580-3	580-3	584-0
S1	565-5	565-5	578-2	573-0
S2	550-3	550-3	575-4
S3	520-3	535-5	572-6
S4	490-3	505-5	564-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	595-0	565-0	30-0	5.2%	10-4	1.8%	53%	False	False	30,823
10	601-0	565-0	36-0	6.2%	12-6	2.2%	44%	False	False	36,228
20	601-0	479-0	122-0	21.0%	11-7	2.0%	84%	False	False	32,244
40	601-0	462-0	139-0	23.9%	9-3	1.6%	86%	False	False	28,262

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	627-0
2.618	612-5
1.618	603-7
1.000	598-4
0.618	595-1
HIGH	589-6
0.618	586-3
0.500	585-3
0.382	584-3
LOW	581-0
0.618	575-5
1.000	572-2
1.618	566-7
2.618	558-1
4.250	543-6

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	585-3	584-6
PP	583-7	583-4
S1	582-4	582-2

Download as Excel Spreadsheet

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

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