CME Pit-Traded Corn Future December 2010


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 456-4 478-6 22-2 4.9% 522-0
High 473-0 492-2 19-2 4.1% 522-0
Low 456-0 478-2 22-2 4.9% 465-6
Close 471-4 491-0 19-4 4.1% 465-6
Range 17-0 14-0 -3-0 -17.6% 56-2
ATR 14-7 15-3 0-3 2.8% 0-0
Volume 209,077 205,951 -3,126 -1.5% 1,131,870
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 529-1 524-1 498-6
R3 515-1 510-1 494-7
R2 501-1 501-1 493-5
R1 496-1 496-1 492-2 498-5
PP 487-1 487-1 487-1 488-4
S1 482-1 482-1 489-6 484-5
S2 473-1 473-1 488-3
S3 459-1 468-1 487-1
S4 445-1 454-1 483-2
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 653-2 615-6 496-6
R3 597-0 559-4 481-2
R2 540-6 540-6 476-0
R1 503-2 503-2 470-7 493-7
PP 484-4 484-4 484-4 479-6
S1 447-0 447-0 460-5 437-5
S2 428-2 428-2 455-4
S3 372-0 390-6 450-2
S4 315-6 334-4 434-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 505-6 456-0 49-6 10.1% 17-6 3.6% 70% False False 244,307
10 523-4 456-0 67-4 13.7% 15-0 3.1% 52% False False 213,507
20 523-4 456-0 67-4 13.7% 12-6 2.6% 52% False False 204,106
40 523-4 406-0 117-4 23.9% 10-7 2.2% 72% False False 185,125
60 523-4 375-6 147-6 30.1% 10-5 2.2% 78% False False 168,523
80 523-4 343-2 180-2 36.7% 9-5 2.0% 82% False False 150,272
100 523-4 343-2 180-2 36.7% 8-7 1.8% 82% False False 130,152
120 523-4 343-2 180-2 36.7% 8-4 1.7% 82% False False 116,981
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 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 551-6
2.618 528-7
1.618 514-7
1.000 506-2
0.618 500-7
HIGH 492-2
0.618 486-7
0.500 485-2
0.382 483-5
LOW 478-2
0.618 469-5
1.000 464-2
1.618 455-5
2.618 441-5
4.250 418-6
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 489-1 485-3
PP 487-1 479-6
S1 485-2 474-1

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

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