CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 539-0 525-4 -13-4 -2.5% 499-6
High 539-0 533-0 -6-0 -1.1% 531-4
Low 525-2 521-4 -3-6 -0.7% 499-0
Close 526-2 523-2 -3-0 -0.6% 530-6
Range 13-6 11-4 -2-2 -16.4% 32-4
ATR 8-6 9-0 0-2 2.2% 0-0
Volume 20,922 14,030 -6,892 -32.9% 68,590
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 560-3 553-3 529-5
R3 548-7 541-7 526-3
R2 537-3 537-3 525-3
R1 530-3 530-3 524-2 528-1
PP 525-7 525-7 525-7 524-6
S1 518-7 518-7 522-2 516-5
S2 514-3 514-3 521-1
S3 502-7 507-3 520-1
S4 491-3 495-7 516-7
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 617-7 606-7 548-5
R3 585-3 574-3 539-6
R2 552-7 552-7 536-6
R1 541-7 541-7 533-6 547-3
PP 520-3 520-3 520-3 523-2
S1 509-3 509-3 527-6 514-7
S2 487-7 487-7 524-6
S3 455-3 476-7 521-6
S4 422-7 444-3 512-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 539-0 510-0 29-0 5.5% 8-7 1.7% 46% False False 16,158
10 539-0 479-4 59-4 11.4% 7-7 1.5% 74% False False 14,043
20 539-0 438-0 101-0 19.3% 6-6 1.3% 84% False False 10,473
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 581-7
2.618 563-1
1.618 551-5
1.000 544-4
0.618 540-1
HIGH 533-0
0.618 528-5
0.500 527-2
0.382 525-7
LOW 521-4
0.618 514-3
1.000 510-0
1.618 502-7
2.618 491-3
4.250 472-5
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 527-2 529-4
PP 525-7 527-3
S1 524-5 525-3

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

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