CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 499-4 498-0 -1-4 -0.3% 532-6
High 508-4 498-4 -10-0 -2.0% 533-4
Low 491-4 478-2 -13-2 -2.7% 478-2
Close 508-2 478-2 -30-0 -5.9% 478-2
Range 17-0 20-2 3-2 19.1% 55-2
ATR 12-6 14-0 1-2 9.7% 0-0
Volume 47,272 78,021 30,749 65.0% 264,720
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 545-6 532-2 489-3
R3 525-4 512-0 483-7
R2 505-2 505-2 482-0
R1 491-6 491-6 480-1 488-3
PP 485-0 485-0 485-0 483-2
S1 471-4 471-4 476-3 468-1
S2 464-6 464-6 474-4
S3 444-4 451-2 472-5
S4 424-2 431-0 467-1
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 662-3 625-5 508-5
R3 607-1 570-3 493-4
R2 551-7 551-7 488-3
R1 515-1 515-1 483-3 505-7
PP 496-5 496-5 496-5 492-0
S1 459-7 459-7 473-1 450-5
S2 441-3 441-3 468-1
S3 386-1 404-5 463-0
S4 330-7 349-3 447-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 533-4 478-2 55-2 11.6% 16-0 3.3% 0% False True 52,944
10 536-0 478-2 57-6 12.1% 13-7 2.9% 0% False True 57,433
20 536-0 460-6 75-2 15.7% 11-4 2.4% 23% False False 59,061
40 536-0 420-0 116-0 24.3% 9-5 2.0% 50% False False 43,916
60 536-0 390-4 145-4 30.4% 8-7 1.9% 60% False False 34,547
80 536-0 356-6 179-2 37.5% 8-0 1.7% 68% False False 27,614
100 536-0 356-6 179-2 37.5% 7-1 1.5% 68% False False 22,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 584-4
2.618 551-4
1.618 531-2
1.000 518-6
0.618 511-0
HIGH 498-4
0.618 490-6
0.500 488-3
0.382 486-0
LOW 478-2
0.618 465-6
1.000 458-0
1.618 445-4
2.618 425-2
4.250 392-2
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 488-3 497-7
PP 485-0 491-3
S1 481-5 484-6

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

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