CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 500-0 499-4 -0-4 -0.1% 533-0
High 517-4 508-4 -9-0 -1.7% 536-0
Low 499-0 491-4 -7-4 -1.5% 509-4
Close 517-2 508-2 -9-0 -1.7% 534-2
Range 18-4 17-0 -1-4 -8.1% 26-4
ATR 11-6 12-6 1-0 8.6% 0-0
Volume 35,283 47,272 11,989 34.0% 309,611
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 553-6 548-0 517-5
R3 536-6 531-0 512-7
R2 519-6 519-6 511-3
R1 514-0 514-0 509-6 516-7
PP 502-6 502-6 502-6 504-2
S1 497-0 497-0 506-6 499-7
S2 485-6 485-6 505-1
S3 468-6 480-0 503-5
S4 451-6 463-0 498-7
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 606-1 596-5 548-7
R3 579-5 570-1 541-4
R2 553-1 553-1 539-1
R1 543-5 543-5 536-5 548-3
PP 526-5 526-5 526-5 529-0
S1 517-1 517-1 531-7 521-7
S2 500-1 500-1 529-3
S3 473-5 490-5 527-0
S4 447-1 464-1 519-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 536-0 491-4 44-4 8.8% 15-2 3.0% 38% False True 45,963
10 536-0 491-4 44-4 8.8% 13-2 2.6% 38% False True 55,010
20 536-0 456-6 79-2 15.6% 10-6 2.1% 65% False False 56,647
40 536-0 420-0 116-0 22.8% 9-5 1.9% 76% False False 42,435
60 536-0 390-4 145-4 28.6% 8-5 1.7% 81% False False 33,439
80 536-0 356-6 179-2 35.3% 7-6 1.5% 85% False False 26,714
100 536-0 356-6 179-2 35.3% 7-0 1.4% 85% False False 22,066
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 580-6
2.618 553-0
1.618 536-0
1.000 525-4
0.618 519-0
HIGH 508-4
0.618 502-0
0.500 500-0
0.382 498-0
LOW 491-4
0.618 481-0
1.000 474-4
1.618 464-0
2.618 447-0
4.250 419-2
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 505-4 508-5
PP 502-6 508-4
S1 500-0 508-3

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

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