CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 504-4 474-4 -30-0 -5.9% 538-0
High 504-4 490-0 -14-4 -2.9% 538-0
Low 484-0 474-4 -9-4 -2.0% 484-0
Close 484-0 489-2 5-2 1.1% 484-0
Range 20-4 15-4 -5-0 -24.4% 54-0
ATR 12-5 12-7 0-2 1.6% 0-0
Volume 17,624 19,104 1,480 8.4% 68,795
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 531-1 525-5 497-6
R3 515-5 510-1 493-4
R2 500-1 500-1 492-1
R1 494-5 494-5 490-5 497-3
PP 484-5 484-5 484-5 486-0
S1 479-1 479-1 487-7 481-7
S2 469-1 469-1 486-3
S3 453-5 463-5 485-0
S4 438-1 448-1 480-6
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 664-0 628-0 513-6
R3 610-0 574-0 498-7
R2 556-0 556-0 493-7
R1 520-0 520-0 489-0 511-0
PP 502-0 502-0 502-0 497-4
S1 466-0 466-0 479-0 457-0
S2 448-0 448-0 474-1
S3 394-0 412-0 469-1
S4 340-0 358-0 454-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 529-0 474-4 54-4 11.1% 15-6 3.2% 27% False True 14,010
10 541-0 474-4 66-4 13.6% 12-3 2.5% 22% False True 14,961
20 541-0 474-4 66-4 13.6% 9-7 2.0% 22% False True 14,905
40 541-0 428-2 112-6 23.0% 8-0 1.6% 54% False False 10,350
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 True
Bull Hook False
Stretch 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 555-7
2.618 530-5
1.618 515-1
1.000 505-4
0.618 499-5
HIGH 490-0
0.618 484-1
0.500 482-2
0.382 480-3
LOW 474-4
0.618 464-7
1.000 459-0
1.618 449-3
2.618 433-7
4.250 408-5
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 486-7 494-0
PP 484-5 492-3
S1 482-2 490-7

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

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