CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 593-0 587-2 -5-6 -1.0% 579-0
High 593-0 589-6 -3-2 -0.5% 595-0
Low 582-4 581-0 -1-4 -0.3% 565-0
Close 584-0 581-0 -3-0 -0.5% 581-0
Range 10-4 8-6 -1-6 -16.7% 30-0
ATR 15-3 14-7 -0-4 -3.1% 0-0
Volume 48,860 31,491 -17,369 -35.5% 154,117
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 610-1 604-3 585-6
R3 601-3 595-5 583-3
R2 592-5 592-5 582-5
R1 586-7 586-7 581-6 585-3
PP 583-7 583-7 583-7 583-2
S1 578-1 578-1 580-2 576-5
S2 575-1 575-1 579-3
S3 566-3 569-3 578-5
S4 557-5 560-5 576-2
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-3 655-5 597-4
R3 640-3 625-5 589-2
R2 610-3 610-3 586-4
R1 595-5 595-5 583-6 603-0
PP 580-3 580-3 580-3 584-0
S1 565-5 565-5 578-2 573-0
S2 550-3 550-3 575-4
S3 520-3 535-5 572-6
S4 490-3 505-5 564-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-0 565-0 30-0 5.2% 10-4 1.8% 53% False False 30,823
10 601-0 565-0 36-0 6.2% 12-6 2.2% 44% False False 36,228
20 601-0 479-0 122-0 21.0% 11-7 2.0% 84% False False 32,244
40 601-0 462-0 139-0 23.9% 9-3 1.6% 86% False False 28,262
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 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 627-0
2.618 612-5
1.618 603-7
1.000 598-4
0.618 595-1
HIGH 589-6
0.618 586-3
0.500 585-3
0.382 584-3
LOW 581-0
0.618 575-5
1.000 572-2
1.618 566-7
2.618 558-1
4.250 543-6
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 585-3 584-6
PP 583-7 583-4
S1 582-4 582-2

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

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