CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 491-0 493-0 2-0 0.4% 522-0
High 493-0 502-4 9-4 1.9% 522-0
Low 487-4 492-2 4-6 1.0% 465-6
Close 488-4 498-2 9-6 2.0% 465-6
Range 5-4 10-2 4-6 86.4% 56-2
ATR 14-5 14-5 0-0 -0.3% 0-0
Volume 139,491 207,522 68,031 48.8% 1,131,870
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 528-3 523-5 503-7
R3 518-1 513-3 501-1
R2 507-7 507-7 500-1
R1 503-1 503-1 499-2 505-4
PP 497-5 497-5 497-5 498-7
S1 492-7 492-7 497-2 495-2
S2 487-3 487-3 496-3
S3 477-1 482-5 495-3
S4 466-7 472-3 492-5
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
5 502-4 456-0 46-4 9.3% 13-4 2.7% 91% True False 211,252
10 523-4 456-0 67-4 13.5% 14-5 2.9% 63% False False 209,554
20 523-4 456-0 67-4 13.5% 12-5 2.5% 63% False False 203,972
40 523-4 412-4 111-0 22.3% 10-6 2.2% 77% False False 186,192
60 523-4 375-6 147-6 29.7% 10-5 2.1% 83% False False 170,745
80 523-4 343-2 180-2 36.2% 9-6 2.0% 86% False False 153,282
100 523-4 343-2 180-2 36.2% 8-7 1.8% 86% False False 132,684
120 523-4 343-2 180-2 36.2% 8-5 1.7% 86% False False 119,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 546-0
2.618 529-3
1.618 519-1
1.000 512-6
0.618 508-7
HIGH 502-4
0.618 498-5
0.500 497-3
0.382 496-1
LOW 492-2
0.618 485-7
1.000 482-0
1.618 475-5
2.618 465-3
4.250 448-6
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 498-0 495-5
PP 497-5 493-0
S1 497-3 490-3

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

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