CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 474-4 497-0 22-4 4.7% 538-0
High 490-0 509-0 19-0 3.9% 538-0
Low 474-4 497-0 22-4 4.7% 484-0
Close 489-2 508-0 18-6 3.8% 484-0
Range 15-4 12-0 -3-4 -22.6% 54-0
ATR 12-7 13-3 0-4 3.8% 0-0
Volume 19,104 11,398 -7,706 -40.3% 68,795
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 540-5 536-3 514-5
R3 528-5 524-3 511-2
R2 516-5 516-5 510-2
R1 512-3 512-3 509-1 514-4
PP 504-5 504-5 504-5 505-6
S1 500-3 500-3 506-7 502-4
S2 492-5 492-5 505-6
S3 480-5 488-3 504-6
S4 468-5 476-3 501-3
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
5 522-4 474-4 48-0 9.4% 15-7 3.1% 70% False False 13,789
10 541-0 474-4 66-4 13.1% 12-3 2.4% 50% False False 14,697
20 541-0 474-4 66-4 13.1% 10-1 2.0% 50% False False 14,370
40 541-0 428-2 112-6 22.2% 8-1 1.6% 71% False False 10,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 560-0
2.618 540-3
1.618 528-3
1.000 521-0
0.618 516-3
HIGH 509-0
0.618 504-3
0.500 503-0
0.382 501-5
LOW 497-0
0.618 489-5
1.000 485-0
1.618 477-5
2.618 465-5
4.250 446-0
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 506-3 502-5
PP 504-5 497-1
S1 503-0 491-6

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

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