CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 538-0 525-4 -12-4 -2.3% 539-0
High 538-0 529-0 -9-0 -1.7% 541-0
Low 528-4 517-6 -10-6 -2.0% 516-0
Close 530-2 518-2 -12-0 -2.3% 539-6
Range 9-4 11-2 1-6 18.4% 25-0
ATR 9-5 9-7 0-2 2.1% 0-0
Volume 17,848 12,502 -5,346 -30.0% 82,634
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 555-3 548-1 524-4
R3 544-1 536-7 521-3
R2 532-7 532-7 520-2
R1 525-5 525-5 519-2 523-5
PP 521-5 521-5 521-5 520-6
S1 514-3 514-3 517-2 512-3
S2 510-3 510-3 516-2
S3 499-1 503-1 515-1
S4 487-7 491-7 512-0
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 4.8% 8-7 1.7% 9% False False 15,606
10 541-0 510-0 31-0 6.0% 8-7 1.7% 27% False False 15,882
20 541-0 459-2 81-6 15.8% 7-6 1.5% 72% False False 13,284
40 541-0 421-0 120-0 23.2% 7-1 1.4% 81% False False 9,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 576-6
2.618 558-4
1.618 547-2
1.000 540-2
0.618 536-0
HIGH 529-0
0.618 524-6
0.500 523-3
0.382 522-0
LOW 517-6
0.618 510-6
1.000 506-4
1.618 499-4
2.618 488-2
4.250 470-0
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 523-3 529-3
PP 521-5 525-5
S1 520-0 522-0

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

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