CME Pit-Traded Corn Future March 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 573-4 572-2 -1-2 -0.2% 579-0
High 581-4 574-0 -7-4 -1.3% 595-0
Low 573-4 567-4 -6-0 -1.0% 563-6
Close 575-0 569-2 -5-6 -1.0% 575-0
Range 8-0 6-4 -1-4 -18.8% 31-2
ATR 16-4 15-7 -0-5 -3.9% 0-0
Volume 67,337 57,683 -9,654 -14.3% 418,506
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 589-6 586-0 572-7
R3 583-2 579-4 571-0
R2 576-6 576-6 570-4
R1 573-0 573-0 569-7 571-5
PP 570-2 570-2 570-2 569-4
S1 566-4 566-4 568-5 565-1
S2 563-6 563-6 568-0
S3 557-2 560-0 567-4
S4 550-6 553-4 565-5
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 671-5 654-5 592-2
R3 640-3 623-3 583-5
R2 609-1 609-1 580-6
R1 592-1 592-1 577-7 585-0
PP 577-7 577-7 577-7 574-3
S1 560-7 560-7 572-1 553-6
S2 546-5 546-5 569-2
S3 515-3 529-5 566-3
S4 484-1 498-3 557-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-0 565-6 29-2 5.1% 14-3 2.5% 12% False False 84,783
10 595-0 490-0 105-0 18.4% 11-3 2.0% 75% False False 73,430
20 595-0 468-0 127-0 22.3% 12-6 2.2% 80% False False 65,760
40 595-0 429-4 165-4 29.1% 10-2 1.8% 84% False False 56,711
60 595-0 390-4 204-4 35.9% 10-0 1.8% 87% False False 45,794
80 595-0 356-6 238-2 41.9% 9-1 1.6% 89% False False 37,231
100 595-0 356-6 238-2 41.9% 8-0 1.4% 89% False False 30,668
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 0-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 601-5
2.618 591-0
1.618 584-4
1.000 580-4
0.618 578-0
HIGH 574-0
0.618 571-4
0.500 570-6
0.382 570-0
LOW 567-4
0.618 563-4
1.000 561-0
1.618 557-0
2.618 550-4
4.250 539-7
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 570-6 578-4
PP 570-2 575-3
S1 569-6 572-3

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

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