CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 577-4 566-0 -11-4 -2.0% 583-0
High 579-4 573-0 -6-4 -1.1% 599-0
Low 572-0 561-0 -11-0 -1.9% 569-0
Close 575-2 563-2 -12-0 -2.1% 580-6
Range 7-4 12-0 4-4 60.0% 30-0
ATR 15-1 15-1 -0-1 -0.4% 0-0
Volume 14,041 9,771 -4,270 -30.4% 112,333
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 601-6 594-4 569-7
R3 589-6 582-4 566-4
R2 577-6 577-6 565-4
R1 570-4 570-4 564-3 568-1
PP 565-6 565-6 565-6 564-4
S1 558-4 558-4 562-1 556-1
S2 553-6 553-6 561-0
S3 541-6 546-4 560-0
S4 529-6 534-4 556-5
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
5 599-0 561-0 38-0 6.7% 11-1 2.0% 6% False True 17,699
10 599-0 504-6 94-2 16.7% 10-7 1.9% 62% False False 18,829
20 599-0 474-4 124-4 22.1% 11-5 2.1% 71% False False 16,763
40 599-0 438-0 161-0 28.6% 9-2 1.6% 78% False False 13,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 624-0
2.618 604-3
1.618 592-3
1.000 585-0
0.618 580-3
HIGH 573-0
0.618 568-3
0.500 567-0
0.382 565-5
LOW 561-0
0.618 553-5
1.000 549-0
1.618 541-5
2.618 529-5
4.250 510-0
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 567-0 573-6
PP 565-6 570-2
S1 564-4 566-6

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

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