CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 579-0 577-4 -1-4 -0.3% 583-0
High 586-4 579-4 -7-0 -1.2% 599-0
Low 579-0 572-0 -7-0 -1.2% 569-0
Close 580-6 575-2 -5-4 -0.9% 580-6
Range 7-4 7-4 0-0 0.0% 30-0
ATR 15-5 15-1 -0-4 -3.2% 0-0
Volume 13,516 14,041 525 3.9% 112,333
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 598-1 594-1 579-3
R3 590-5 586-5 577-2
R2 583-1 583-1 576-5
R1 579-1 579-1 576-0 577-3
PP 575-5 575-5 575-5 574-6
S1 571-5 571-5 574-4 569-7
S2 568-1 568-1 573-7
S3 560-5 564-1 573-2
S4 553-1 556-5 571-1
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
5 599-0 571-0 28-0 4.9% 14-1 2.5% 15% False False 22,106
10 599-0 497-0 102-0 17.7% 10-7 1.9% 77% False False 18,991
20 599-0 474-4 124-4 21.6% 11-5 2.0% 81% False False 16,976
40 599-0 438-0 161-0 28.0% 9-0 1.6% 85% False False 13,537
Crabel Price Patterns
NR False
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 0-7
Fibonacci Retracements and Extensions
4.250 611-3
2.618 599-1
1.618 591-5
1.000 587-0
0.618 584-1
HIGH 579-4
0.618 576-5
0.500 575-6
0.382 574-7
LOW 572-0
0.618 567-3
1.000 564-4
1.618 559-7
2.618 552-3
4.250 540-1
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 575-6 583-2
PP 575-5 580-5
S1 575-3 577-7

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

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