CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 542-4 583-0 40-4 7.5% 474-4
High 542-4 584-4 42-0 7.7% 542-4
Low 542-4 569-0 26-4 4.9% 474-4
Close 542-4 570-4 28-0 5.2% 542-4
Range 0-0 15-4 15-4 68-0
ATR 13-6 15-6 2-0 14.6% 0-0
Volume 23,024 15,842 -7,182 -31.2% 82,649
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 621-1 611-3 579-0
R3 605-5 595-7 574-6
R2 590-1 590-1 573-3
R1 580-3 580-3 571-7 577-4
PP 574-5 574-5 574-5 573-2
S1 564-7 564-7 569-1 562-0
S2 559-1 559-1 567-5
S3 543-5 549-3 566-2
S4 528-1 533-7 562-0
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
5 584-4 497-0 87-4 15.3% 7-4 1.3% 84% True False 15,877
10 584-4 474-4 110-0 19.3% 11-5 2.0% 87% True False 14,943
20 584-4 474-4 110-0 19.3% 10-3 1.8% 87% True False 15,237
40 584-4 438-0 146-4 25.7% 8-2 1.4% 90% True False 11,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 650-3
2.618 625-1
1.618 609-5
1.000 600-0
0.618 594-1
HIGH 584-4
0.618 578-5
0.500 576-6
0.382 574-7
LOW 569-0
0.618 559-3
1.000 553-4
1.618 543-7
2.618 528-3
4.250 503-1
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 576-6 562-1
PP 574-5 553-7
S1 572-5 545-4

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

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