CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 502-0 537-4 35-4 7.1% 468-0
High 511-0 537-4 26-4 5.2% 537-4
Low 502-0 537-4 35-4 7.1% 468-0
Close 507-4 537-4 30-0 5.9% 537-4
Range 9-0 0-0 -9-0 -100.0% 69-4
ATR 13-5 14-6 1-1 8.6% 0-0
Volume 41,003 98,324 57,321 139.8% 349,182
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 537-4 537-4 537-4
R3 537-4 537-4 537-4
R2 537-4 537-4 537-4
R1 537-4 537-4 537-4 537-4
PP 537-4 537-4 537-4 537-4
S1 537-4 537-4 537-4 537-4
S2 537-4 537-4 537-4
S3 537-4 537-4 537-4
S4 537-4 537-4 537-4
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 722-7 699-5 575-6
R3 653-3 630-1 556-5
R2 583-7 583-7 550-2
R1 560-5 560-5 543-7 572-2
PP 514-3 514-3 514-3 520-1
S1 491-1 491-1 531-1 502-6
S2 444-7 444-7 524-6
S3 375-3 421-5 518-3
S4 305-7 352-1 499-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 537-4 468-0 69-4 12.9% 8-4 1.6% 100% True False 69,836
10 537-4 468-0 69-4 12.9% 12-2 2.3% 100% True False 61,390
20 537-4 468-0 69-4 12.9% 11-2 2.1% 100% True False 61,296
40 537-4 429-4 108-0 20.1% 9-3 1.8% 100% True False 49,075
60 537-4 390-4 147-0 27.3% 9-1 1.7% 100% True False 39,371
80 537-4 356-6 180-6 33.6% 8-2 1.5% 100% True False 31,643
100 537-4 356-6 180-6 33.6% 7-3 1.4% 100% True False 26,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-4
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 537-4
2.618 537-4
1.618 537-4
1.000 537-4
0.618 537-4
HIGH 537-4
0.618 537-4
0.500 537-4
0.382 537-4
LOW 537-4
0.618 537-4
1.000 537-4
1.618 537-4
2.618 537-4
4.250 537-4
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 537-4 531-0
PP 537-4 524-3
S1 537-4 517-7

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

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