CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 566-4 594-4 28-0 4.9% 468-0
High 594-0 595-0 1-0 0.2% 537-4
Low 565-6 578-0 12-2 2.2% 468-0
Close 588-6 580-2 -8-4 -1.4% 537-4
Range 28-2 17-0 -11-2 -39.8% 69-4
ATR 17-5 17-5 0-0 -0.3% 0-0
Volume 108,976 107,062 -1,914 -1.8% 349,182
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 635-3 624-7 589-5
R3 618-3 607-7 584-7
R2 601-3 601-3 583-3
R1 590-7 590-7 581-6 587-5
PP 584-3 584-3 584-3 582-6
S1 573-7 573-7 578-6 570-5
S2 567-3 567-3 577-1
S3 550-3 556-7 575-5
S4 533-3 539-7 570-7
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
5 595-0 502-0 93-0 16.0% 14-1 2.4% 84% True False 81,527
10 595-0 468-0 127-0 21.9% 14-1 2.4% 88% True False 74,278
20 595-0 468-0 127-0 21.9% 13-1 2.3% 88% True False 64,537
40 595-0 429-4 165-4 28.5% 10-3 1.8% 91% True False 53,656
60 595-0 390-4 204-4 35.2% 9-7 1.7% 93% True False 42,967
80 595-0 356-6 238-2 41.1% 8-7 1.5% 94% True False 34,790
100 595-0 356-6 238-2 41.1% 7-7 1.4% 94% True False 28,677
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 667-2
2.618 639-4
1.618 622-4
1.000 612-0
0.618 605-4
HIGH 595-0
0.618 588-4
0.500 586-4
0.382 584-4
LOW 578-0
0.618 567-4
1.000 561-0
1.618 550-4
2.618 533-4
4.250 505-6
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 586-4 580-0
PP 584-3 579-5
S1 582-3 579-3

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

View Archives - Comment on this page... - Back to Index of Symbols