CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 537-4 579-0 41-4 7.7% 468-0
High 537-4 580-0 42-4 7.9% 537-4
Low 537-4 563-6 26-2 4.9% 468-0
Close 537-4 565-0 27-4 5.1% 537-4
Range 0-0 16-2 16-2 69-4
ATR 14-6 16-6 2-0 13.4% 0-0
Volume 98,324 52,271 -46,053 -46.8% 349,182
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 618-3 607-7 574-0
R3 602-1 591-5 569-4
R2 585-7 585-7 568-0
R1 575-3 575-3 566-4 572-4
PP 569-5 569-5 569-5 568-1
S1 559-1 559-1 563-4 556-2
S2 553-3 553-3 562-0
S3 537-1 542-7 560-4
S4 520-7 526-5 556-0
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
5 580-0 490-0 90-0 15.9% 8-4 1.5% 83% True False 62,077
10 580-0 468-0 112-0 19.8% 12-7 2.3% 87% True False 61,215
20 580-0 468-0 112-0 19.8% 11-7 2.1% 87% True False 60,026
40 580-0 429-4 150-4 26.6% 9-6 1.7% 90% True False 49,330
60 580-0 390-4 189-4 33.5% 9-2 1.6% 92% True False 39,930
80 580-0 356-6 223-2 39.5% 8-4 1.5% 93% True False 32,238
100 580-0 356-6 223-2 39.5% 7-4 1.3% 93% True False 26,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 649-0
2.618 622-4
1.618 606-2
1.000 596-2
0.618 590-0
HIGH 580-0
0.618 573-6
0.500 571-7
0.382 570-0
LOW 563-6
0.618 553-6
1.000 547-4
1.618 537-4
2.618 521-2
4.250 494-6
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 571-7 557-0
PP 569-5 549-0
S1 567-2 541-0

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

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