CME Pit-Traded Corn Future March 2011


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 501-0 502-0 1-0 0.2% 532-6
High 501-6 511-0 9-2 1.8% 533-4
Low 498-2 502-0 3-6 0.8% 478-2
Close 499-2 507-4 8-2 1.7% 478-2
Range 3-4 9-0 5-4 157.1% 55-2
ATR 13-6 13-5 -0-1 -1.1% 0-0
Volume 58,831 41,003 -17,828 -30.3% 264,720
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 533-7 529-5 512-4
R3 524-7 520-5 510-0
R2 515-7 515-7 509-1
R1 511-5 511-5 508-3 513-6
PP 506-7 506-7 506-7 507-7
S1 502-5 502-5 506-5 504-6
S2 497-7 497-7 505-7
S3 488-7 493-5 505-0
S4 479-7 484-5 502-4
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
5 511-0 468-0 43-0 8.5% 12-4 2.5% 92% True False 65,775
10 536-0 468-0 68-0 13.4% 13-7 2.7% 58% False False 55,869
20 536-0 468-0 68-0 13.4% 11-6 2.3% 58% False False 60,693
40 536-0 426-0 110-0 21.7% 9-6 1.9% 74% False False 47,373
60 536-0 390-4 145-4 28.7% 9-2 1.8% 80% False False 37,887
80 536-0 356-6 179-2 35.3% 8-3 1.6% 84% False False 30,477
100 536-0 356-6 179-2 35.3% 7-3 1.5% 84% False False 25,153
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 549-2
2.618 534-4
1.618 525-4
1.000 520-0
0.618 516-4
HIGH 511-0
0.618 507-4
0.500 506-4
0.382 505-4
LOW 502-0
0.618 496-4
1.000 493-0
1.618 487-4
2.618 478-4
4.250 463-6
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 507-1 505-1
PP 506-7 502-7
S1 506-4 500-4

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

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