CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 490-0 501-0 11-0 2.2% 532-6
High 503-4 501-6 -1-6 -0.3% 533-4
Low 490-0 498-2 8-2 1.7% 478-2
Close 501-6 499-2 -2-4 -0.5% 478-2
Range 13-4 3-4 -10-0 -74.1% 55-2
ATR 14-5 13-6 -0-6 -5.4% 0-0
Volume 59,956 58,831 -1,125 -1.9% 264,720
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 510-2 508-2 501-1
R3 506-6 504-6 500-2
R2 503-2 503-2 499-7
R1 501-2 501-2 499-5 500-4
PP 499-6 499-6 499-6 499-3
S1 497-6 497-6 498-7 497-0
S2 496-2 496-2 498-5
S3 492-6 494-2 498-2
S4 489-2 490-6 497-3
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
5 508-4 468-0 40-4 8.1% 14-1 2.8% 77% False False 67,029
10 536-0 468-0 68-0 13.6% 13-5 2.7% 46% False False 57,447
20 536-0 468-0 68-0 13.6% 11-6 2.4% 46% False False 60,724
40 536-0 420-0 116-0 23.2% 9-6 2.0% 68% False False 46,963
60 536-0 390-4 145-4 29.1% 9-2 1.9% 75% False False 37,455
80 536-0 356-6 179-2 35.9% 8-2 1.7% 79% False False 30,009
100 536-0 356-6 179-2 35.9% 7-3 1.5% 79% False False 24,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 516-5
2.618 510-7
1.618 507-3
1.000 505-2
0.618 503-7
HIGH 501-6
0.618 500-3
0.500 500-0
0.382 499-5
LOW 498-2
0.618 496-1
1.000 494-6
1.618 492-5
2.618 489-1
4.250 483-3
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 500-0 494-6
PP 499-6 490-2
S1 499-4 485-6

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

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