CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 506-4 542-4 36-0 7.1% 474-4
High 516-6 542-4 25-6 5.0% 542-4
Low 506-4 542-4 36-0 7.1% 474-4
Close 512-4 542-4 30-0 5.9% 542-4
Range 10-2 0-0 -10-2 -100.0% 68-0
ATR 12-4 13-6 1-2 9.9% 0-0
Volume 11,360 23,024 11,664 102.7% 82,649
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 542-4 542-4 542-4
R3 542-4 542-4 542-4
R2 542-4 542-4 542-4
R1 542-4 542-4 542-4 542-4
PP 542-4 542-4 542-4 542-4
S1 542-4 542-4 542-4 542-4
S2 542-4 542-4 542-4
S3 542-4 542-4 542-4
S4 542-4 542-4 542-4
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 723-7 701-1 579-7
R3 655-7 633-1 561-2
R2 587-7 587-7 555-0
R1 565-1 565-1 548-6 576-4
PP 519-7 519-7 519-7 525-4
S1 497-1 497-1 536-2 508-4
S2 451-7 451-7 530-0
S3 383-7 429-1 523-6
S4 315-7 361-1 505-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 542-4 474-4 68-0 12.5% 7-4 1.4% 100% True False 16,529
10 542-4 474-4 68-0 12.5% 11-0 2.0% 100% True False 15,144
20 542-4 474-4 68-0 12.5% 9-5 1.8% 100% True False 15,133
40 542-4 438-0 104-4 19.3% 7-7 1.5% 100% True False 11,167
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 False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 542-4
2.618 542-4
1.618 542-4
1.000 542-4
0.618 542-4
HIGH 542-4
0.618 542-4
0.500 542-4
0.382 542-4
LOW 542-4
0.618 542-4
1.000 542-4
1.618 542-4
2.618 542-4
4.250 542-4
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 542-4 536-2
PP 542-4 529-7
S1 542-4 523-5

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

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