CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 525-4 521-6 -3-6 -0.7% 499-6
High 533-0 524-4 -8-4 -1.6% 531-4
Low 521-4 521-6 0-2 0.0% 499-0
Close 523-2 524-4 1-2 0.2% 530-6
Range 11-4 2-6 -8-6 -76.1% 32-4
ATR 9-0 8-4 -0-4 -5.0% 0-0
Volume 14,030 10,652 -3,378 -24.1% 68,590
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 531-7 530-7 526-0
R3 529-1 528-1 525-2
R2 526-3 526-3 525-0
R1 525-3 525-3 524-6 525-7
PP 523-5 523-5 523-5 523-6
S1 522-5 522-5 524-2 523-1
S2 520-7 520-7 524-0
S3 518-1 519-7 523-6
S4 515-3 517-1 523-0
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% 8-6 1.7% 50% False False 14,659
10 539-0 479-4 59-4 11.3% 7-7 1.5% 76% False False 13,899
20 539-0 441-0 98-0 18.7% 6-6 1.3% 85% False False 10,875
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 536-2
2.618 531-6
1.618 529-0
1.000 527-2
0.618 526-2
HIGH 524-4
0.618 523-4
0.500 523-1
0.382 522-6
LOW 521-6
0.618 520-0
1.000 519-0
1.618 517-2
2.618 514-4
4.250 510-0
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 524-0 530-2
PP 523-5 528-3
S1 523-1 526-3

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

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