CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 583-0 571-2 -11-6 -2.0% 474-4
High 584-4 598-0 13-4 2.3% 542-4
Low 569-0 571-0 2-0 0.4% 474-4
Close 570-4 593-4 23-0 4.0% 542-4
Range 15-4 27-0 11-4 74.2% 68-0
ATR 15-6 16-5 0-7 5.3% 0-0
Volume 15,842 31,806 15,964 100.8% 82,649
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 668-4 658-0 608-3
R3 641-4 631-0 600-7
R2 614-4 614-4 598-4
R1 604-0 604-0 596-0 609-2
PP 587-4 587-4 587-4 590-1
S1 577-0 577-0 591-0 582-2
S2 560-4 560-4 588-4
S3 533-4 550-0 586-1
S4 506-4 523-0 578-5
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
5 598-0 504-6 93-2 15.7% 10-4 1.8% 95% True False 19,959
10 598-0 474-4 123-4 20.8% 13-2 2.2% 96% True False 16,874
20 598-0 474-4 123-4 20.8% 11-0 1.9% 96% True False 16,378
40 598-0 438-0 160-0 27.0% 8-6 1.5% 97% True False 12,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 712-6
2.618 668-5
1.618 641-5
1.000 625-0
0.618 614-5
HIGH 598-0
0.618 587-5
0.500 584-4
0.382 581-3
LOW 571-0
0.618 554-3
1.000 544-0
1.618 527-3
2.618 500-3
4.250 456-2
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 590-4 585-6
PP 587-4 578-0
S1 584-4 570-2

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

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