CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 566-6 572-4 5-6 1.0% 561-0
High 571-0 574-2 3-2 0.6% 575-0
Low 559-4 565-0 5-4 1.0% 543-0
Close 560-0 568-6 8-6 1.6% 560-0
Range 11-4 9-2 -2-2 -19.6% 32-0
ATR 16-6 16-5 -0-1 -1.1% 0-0
Volume 135,725 148,185 12,460 9.2% 916,409
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 597-1 592-1 573-7
R3 587-7 582-7 571-2
R2 578-5 578-5 570-4
R1 573-5 573-5 569-5 571-4
PP 569-3 569-3 569-3 568-2
S1 564-3 564-3 567-7 562-2
S2 560-1 560-1 567-0
S3 550-7 555-1 566-2
S4 541-5 545-7 563-5
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 655-3 639-5 577-5
R3 623-3 607-5 568-6
R2 591-3 591-3 565-7
R1 575-5 575-5 562-7 567-4
PP 559-3 559-3 559-3 555-2
S1 543-5 543-5 557-1 535-4
S2 527-3 527-3 554-1
S3 495-3 511-5 551-2
S4 463-3 479-5 542-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575-0 543-0 32-0 5.6% 12-5 2.2% 80% False False 184,630
10 585-4 543-0 42-4 7.5% 14-3 2.5% 61% False False 194,714
20 585-4 456-0 129-4 22.8% 13-7 2.4% 87% False False 200,732
40 585-4 438-0 147-4 25.9% 11-7 2.1% 89% False False 196,278
60 585-4 399-4 186-0 32.7% 11-4 2.0% 91% False False 185,524
80 585-4 375-6 209-6 36.9% 10-5 1.9% 92% False False 168,865
100 585-4 343-2 242-2 42.6% 9-6 1.7% 93% False False 150,492
120 585-4 343-2 242-2 42.6% 9-2 1.6% 93% False False 133,511
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 613-4
2.618 598-4
1.618 589-2
1.000 583-4
0.618 580-0
HIGH 574-2
0.618 570-6
0.500 569-5
0.382 568-4
LOW 565-0
0.618 559-2
1.000 555-6
1.618 550-0
2.618 540-6
4.250 525-6
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 569-5 568-1
PP 569-3 567-4
S1 569-0 566-7

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

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