CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 581-4 601-4 20-0 3.4% 577-4
High 597-0 603-0 6-0 1.0% 592-0
Low 581-4 596-0 14-4 2.5% 561-0
Close 596-0 598-2 2-2 0.4% 578-2
Range 15-4 7-0 -8-4 -54.8% 31-0
ATR 15-0 14-3 -0-5 -3.8% 0-0
Volume 16,749 10,305 -6,444 -38.5% 89,448
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 620-1 616-1 602-1
R3 613-1 609-1 600-1
R2 606-1 606-1 599-4
R1 602-1 602-1 598-7 600-5
PP 599-1 599-1 599-1 598-2
S1 595-1 595-1 597-5 593-5
S2 592-1 592-1 597-0
S3 585-1 588-1 596-3
S4 578-1 581-1 594-3
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-1 655-1 595-2
R3 639-1 624-1 586-6
R2 608-1 608-1 583-7
R1 593-1 593-1 581-1 600-5
PP 577-1 577-1 577-1 580-6
S1 562-1 562-1 575-3 569-5
S2 546-1 546-1 572-5
S3 515-1 531-1 569-6
S4 484-1 500-1 561-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603-0 577-4 25-4 4.3% 10-4 1.8% 81% True False 15,187
10 603-0 561-0 42-0 7.0% 10-7 1.8% 89% True False 16,295
20 603-0 474-4 128-4 21.5% 11-7 2.0% 96% True False 18,102
40 603-0 464-0 139-0 23.2% 10-4 1.7% 97% True False 15,939
60 603-0 428-2 174-6 29.2% 9-1 1.5% 97% True False 12,492
Crabel Price Patterns
NR True
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 632-6
2.618 621-3
1.618 614-3
1.000 610-0
0.618 607-3
HIGH 603-0
0.618 600-3
0.500 599-4
0.382 598-5
LOW 596-0
0.618 591-5
1.000 589-0
1.618 584-5
2.618 577-5
4.250 566-2
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 599-4 596-2
PP 599-1 594-2
S1 598-5 592-2

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

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