CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 507-0 506-4 -0-4 -0.1% 539-0
High 522-4 513-4 -9-0 -1.7% 541-0
Low 507-0 497-4 -9-4 -1.9% 516-0
Close 522-2 514-0 -8-2 -1.6% 539-6
Range 15-4 16-0 0-4 3.2% 25-0
ATR 10-2 11-2 1-0 10.1% 0-0
Volume 7,609 13,212 5,603 73.6% 82,634
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 556-3 551-1 522-6
R3 540-3 535-1 518-3
R2 524-3 524-3 516-7
R1 519-1 519-1 515-4 521-6
PP 508-3 508-3 508-3 509-5
S1 503-1 503-1 512-4 505-6
S2 492-3 492-3 511-1
S3 476-3 487-1 509-5
S4 460-3 471-1 505-2
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
5 541-0 497-4 43-4 8.5% 13-7 2.7% 38% False True 13,802
10 541-0 497-4 43-4 8.5% 11-2 2.2% 38% False True 14,792
20 541-0 464-0 77-0 15.0% 9-0 1.7% 65% False False 13,776
40 541-0 428-2 112-6 21.9% 7-5 1.5% 76% False False 9,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 581-4
2.618 555-3
1.618 539-3
1.000 529-4
0.618 523-3
HIGH 513-4
0.618 507-3
0.500 505-4
0.382 503-5
LOW 497-4
0.618 487-5
1.000 481-4
1.618 471-5
2.618 455-5
4.250 429-4
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 511-1 513-6
PP 508-3 513-4
S1 505-4 513-2

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

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