CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 600-6 591-6 -9-0 -1.5% 479-0
High 601-0 595-4 -5-4 -0.9% 545-2
Low 583-4 584-0 0-4 0.1% 479-0
Close 586-2 584-2 -2-0 -0.3% 545-2
Range 17-4 11-4 -6-0 -34.3% 66-2
ATR 16-4 16-1 -0-3 -2.2% 0-0
Volume 48,156 36,642 -11,514 -23.9% 168,030
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 622-3 614-7 590-5
R3 610-7 603-3 587-3
R2 599-3 599-3 586-3
R1 591-7 591-7 585-2 589-7
PP 587-7 587-7 587-7 587-0
S1 580-3 580-3 583-2 578-3
S2 576-3 576-3 582-1
S3 564-7 568-7 581-1
S4 553-3 557-3 577-7
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 721-7 699-7 581-6
R3 655-5 633-5 563-4
R2 589-3 589-3 557-3
R1 567-3 567-3 551-3 578-3
PP 523-1 523-1 523-1 528-6
S1 501-1 501-1 539-1 512-1
S2 456-7 456-7 533-1
S3 390-5 434-7 527-0
S4 324-3 368-5 508-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601-0 545-2 55-6 9.5% 13-7 2.4% 70% False False 44,405
10 601-0 479-0 122-0 20.9% 12-6 2.2% 86% False False 38,910
20 601-0 479-0 122-0 20.9% 12-0 2.0% 86% False False 31,414
40 601-0 444-4 156-4 26.8% 8-7 1.5% 89% False False 26,106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 644-3
2.618 625-5
1.618 614-1
1.000 607-0
0.618 602-5
HIGH 595-4
0.618 591-1
0.500 589-6
0.382 588-3
LOW 584-0
0.618 576-7
1.000 572-4
1.618 565-3
2.618 553-7
4.250 535-1
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 589-6 587-6
PP 587-7 586-5
S1 586-1 585-3

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

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