CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 479-0 500-4 21-4 4.5% 540-2
High 494-2 512-0 17-6 3.6% 540-4
Low 479-0 500-4 21-4 4.5% 487-4
Close 493-2 511-6 18-4 3.8% 487-4
Range 15-2 11-4 -3-6 -24.6% 53-0
ATR 12-7 13-2 0-3 3.3% 0-0
Volume 44,160 34,136 -10,024 -22.7% 114,587
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 542-5 538-5 518-1
R3 531-1 527-1 514-7
R2 519-5 519-5 513-7
R1 515-5 515-5 512-6 517-5
PP 508-1 508-1 508-1 509-0
S1 504-1 504-1 510-6 506-1
S2 496-5 496-5 509-5
S3 485-1 492-5 508-5
S4 473-5 481-1 505-3
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 664-1 628-7 516-5
R3 611-1 575-7 502-1
R2 558-1 558-1 497-2
R1 522-7 522-7 492-3 514-0
PP 505-1 505-1 505-1 500-6
S1 469-7 469-7 482-5 461-0
S2 452-1 452-1 477-6
S3 399-1 416-7 472-7
S4 346-1 363-7 458-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 525-2 479-0 46-2 9.0% 15-7 3.1% 71% False False 30,439
10 541-6 479-0 62-6 12.3% 12-4 2.4% 52% False False 26,868
20 541-6 479-0 62-6 12.3% 10-0 1.9% 52% False False 27,292
40 541-6 436-0 105-6 20.7% 8-0 1.6% 72% False False 21,838
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 560-7
2.618 542-1
1.618 530-5
1.000 523-4
0.618 519-1
HIGH 512-0
0.618 507-5
0.500 506-2
0.382 504-7
LOW 500-4
0.618 493-3
1.000 489-0
1.618 481-7
2.618 470-3
4.250 451-5
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 509-7 506-3
PP 508-1 500-7
S1 506-2 495-4

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

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