CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 590-0 579-0 -11-0 -1.9% 583-0
High 594-4 586-4 -8-0 -1.3% 599-0
Low 583-0 579-0 -4-0 -0.7% 569-0
Close 583-4 580-6 -2-6 -0.5% 580-6
Range 11-4 7-4 -4-0 -34.8% 30-0
ATR 16-2 15-5 -0-5 -3.9% 0-0
Volume 27,794 13,516 -14,278 -51.4% 112,333
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 604-5 600-1 584-7
R3 597-1 592-5 582-6
R2 589-5 589-5 582-1
R1 585-1 585-1 581-4 587-3
PP 582-1 582-1 582-1 583-2
S1 577-5 577-5 580-0 579-7
S2 574-5 574-5 579-3
S3 567-1 570-1 578-6
S4 559-5 562-5 576-5
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 672-7 656-7 597-2
R3 642-7 626-7 589-0
R2 612-7 612-7 586-2
R1 596-7 596-7 583-4 589-7
PP 582-7 582-7 582-7 579-4
S1 566-7 566-7 578-0 559-7
S2 552-7 552-7 575-2
S3 522-7 536-7 572-4
S4 492-7 506-7 564-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599-0 569-0 30-0 5.2% 15-6 2.7% 39% False False 22,466
10 599-0 474-4 124-4 21.4% 11-5 2.0% 85% False False 19,498
20 599-0 474-4 124-4 21.4% 11-7 2.0% 85% False False 17,320
40 599-0 438-0 161-0 27.7% 9-1 1.6% 89% False False 13,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 618-3
2.618 606-1
1.618 598-5
1.000 594-0
0.618 591-1
HIGH 586-4
0.618 583-5
0.500 582-6
0.382 581-7
LOW 579-0
0.618 574-3
1.000 571-4
1.618 566-7
2.618 559-3
4.250 547-1
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 582-6 589-0
PP 582-1 586-2
S1 581-3 583-4

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

View Archives - Comment on this page... - Back to Index of Symbols