CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 524-0 538-0 14-0 2.7% 539-0
High 541-0 538-0 -3-0 -0.6% 541-0
Low 524-0 528-4 4-4 0.9% 516-0
Close 539-6 530-2 -9-4 -1.8% 539-6
Range 17-0 9-4 -7-4 -44.1% 25-0
ATR 9-4 9-5 0-1 1.3% 0-0
Volume 17,843 17,848 5 0.0% 82,634
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 560-6 555-0 535-4
R3 551-2 545-4 532-7
R2 541-6 541-6 532-0
R1 536-0 536-0 531-1 534-1
PP 532-2 532-2 532-2 531-2
S1 526-4 526-4 529-3 524-5
S2 522-6 522-6 528-4
S3 513-2 517-0 527-5
S4 503-6 507-4 525-0
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 607-2 598-4 553-4
R3 582-2 573-4 546-5
R2 557-2 557-2 544-3
R1 548-4 548-4 542-0 552-7
PP 532-2 532-2 532-2 534-4
S1 523-4 523-4 537-4 527-7
S2 507-2 507-2 535-1
S3 482-2 498-4 532-7
S4 457-2 473-4 526-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 541-0 516-0 25-0 4.7% 9-0 1.7% 57% False False 15,912
10 541-0 499-0 42-0 7.9% 9-0 1.7% 74% False False 15,530
20 541-0 459-2 81-6 15.4% 7-2 1.4% 87% False False 12,890
40 541-0 421-0 120-0 22.6% 7-1 1.3% 91% False False 9,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 578-3
2.618 562-7
1.618 553-3
1.000 547-4
0.618 543-7
HIGH 538-0
0.618 534-3
0.500 533-2
0.382 532-1
LOW 528-4
0.618 522-5
1.000 519-0
1.618 513-1
2.618 503-5
4.250 488-1
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 533-2 529-5
PP 532-2 529-1
S1 531-2 528-4

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

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