CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 504-6 506-4 1-6 0.3% 538-0
High 504-6 516-6 12-0 2.4% 538-0
Low 504-6 506-4 1-6 0.3% 484-0
Close 505-2 512-4 7-2 1.4% 484-0
Range 0-0 10-2 10-2 54-0
ATR 12-5 12-4 -0-1 -0.6% 0-0
Volume 17,763 11,360 -6,403 -36.0% 68,795
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 542-5 537-7 518-1
R3 532-3 527-5 515-3
R2 522-1 522-1 514-3
R1 517-3 517-3 513-4 519-6
PP 511-7 511-7 511-7 513-1
S1 507-1 507-1 511-4 509-4
S2 501-5 501-5 510-5
S3 491-3 496-7 509-5
S4 481-1 486-5 506-7
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
5 516-6 474-4 42-2 8.2% 11-5 2.3% 90% True False 15,449
10 541-0 474-4 66-4 13.0% 12-6 2.5% 57% False False 14,626
20 541-0 474-4 66-4 13.0% 10-1 2.0% 57% False False 14,620
40 541-0 435-4 105-4 20.6% 8-2 1.6% 73% False False 10,736
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 560-2
2.618 543-5
1.618 533-3
1.000 527-0
0.618 523-1
HIGH 516-6
0.618 512-7
0.500 511-5
0.382 510-3
LOW 506-4
0.618 500-1
1.000 496-2
1.618 489-7
2.618 479-5
4.250 463-0
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 512-2 510-5
PP 511-7 508-6
S1 511-5 506-7

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

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