CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 586-0 585-6 -0-2 0.0% 579-0
High 598-6 601-0 2-2 0.4% 595-0
Low 586-0 585-6 -0-2 0.0% 565-0
Close 594-0 599-6 5-6 1.0% 581-0
Range 12-6 15-2 2-4 19.6% 30-0
ATR 14-5 14-6 0-0 0.3% 0-0
Volume 27,367 28,149 782 2.9% 154,117
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 641-2 635-6 608-1
R3 626-0 620-4 604-0
R2 610-6 610-6 602-4
R1 605-2 605-2 601-1 608-0
PP 595-4 595-4 595-4 596-7
S1 590-0 590-0 598-3 592-6
S2 580-2 580-2 597-0
S3 565-0 574-6 595-4
S4 549-6 559-4 591-3
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
5 601-0 581-0 20-0 3.3% 10-7 1.8% 94% True False 33,101
10 601-0 565-0 36-0 6.0% 10-4 1.7% 97% True False 30,027
20 601-0 479-0 122-0 20.3% 11-7 2.0% 99% True False 33,672
40 601-0 469-2 131-6 22.0% 9-7 1.7% 99% True False 29,460
60 601-0 436-0 165-0 27.5% 9-0 1.5% 99% True False 24,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 665-6
2.618 640-7
1.618 625-5
1.000 616-2
0.618 610-3
HIGH 601-0
0.618 595-1
0.500 593-3
0.382 591-5
LOW 585-6
0.618 576-3
1.000 570-4
1.618 561-1
2.618 545-7
4.250 521-0
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 597-5 597-5
PP 595-4 595-4
S1 593-3 593-3

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

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