CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 598-0 590-0 -8-0 -1.3% 474-4
High 599-0 594-4 -4-4 -0.8% 542-4
Low 582-0 583-0 1-0 0.2% 474-4
Close 585-2 583-4 -1-6 -0.3% 542-4
Range 17-0 11-4 -5-4 -32.4% 68-0
ATR 16-5 16-2 -0-3 -2.2% 0-0
Volume 23,375 27,794 4,419 18.9% 82,649
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 621-4 614-0 589-7
R3 610-0 602-4 586-5
R2 598-4 598-4 585-5
R1 591-0 591-0 584-4 589-0
PP 587-0 587-0 587-0 586-0
S1 579-4 579-4 582-4 577-4
S2 575-4 575-4 581-3
S3 564-0 568-0 580-3
S4 552-4 556-4 577-1
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
5 599-0 542-4 56-4 9.7% 14-2 2.4% 73% False False 24,368
10 599-0 474-4 124-4 21.3% 12-7 2.2% 88% False False 19,909
20 599-0 474-4 124-4 21.3% 12-1 2.1% 88% False False 17,350
40 599-0 438-0 161-0 27.6% 9-1 1.6% 90% False False 13,115
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 643-3
2.618 624-5
1.618 613-1
1.000 606-0
0.618 601-5
HIGH 594-4
0.618 590-1
0.500 588-6
0.382 587-3
LOW 583-0
0.618 575-7
1.000 571-4
1.618 564-3
2.618 552-7
4.250 534-1
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 588-6 585-0
PP 587-0 584-4
S1 585-2 584-0

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

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