CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 594-4 585-0 -9-4 -1.6% 468-0
High 595-0 589-4 -5-4 -0.9% 537-4
Low 578-0 577-4 -0-4 -0.1% 468-0
Close 580-2 578-4 -1-6 -0.3% 537-4
Range 17-0 12-0 -5-0 -29.4% 69-4
ATR 17-5 17-2 -0-3 -2.3% 0-0
Volume 107,062 82,860 -24,202 -22.6% 349,182
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 617-7 610-1 585-1
R3 605-7 598-1 581-6
R2 593-7 593-7 580-6
R1 586-1 586-1 579-5 584-0
PP 581-7 581-7 581-7 580-6
S1 574-1 574-1 577-3 572-0
S2 569-7 569-7 576-2
S3 557-7 562-1 575-2
S4 545-7 550-1 571-7
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
5 595-0 537-4 57-4 9.9% 14-6 2.5% 71% False False 89,898
10 595-0 468-0 127-0 22.0% 13-5 2.4% 87% False False 77,837
20 595-0 468-0 127-0 22.0% 13-3 2.3% 87% False False 66,423
40 595-0 429-4 165-4 28.6% 10-4 1.8% 90% False False 54,955
60 595-0 390-4 204-4 35.4% 10-0 1.7% 92% False False 44,160
80 595-0 356-6 238-2 41.2% 9-0 1.5% 93% False False 35,753
100 595-0 356-6 238-2 41.2% 8-0 1.4% 93% False False 29,482
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 640-4
2.618 620-7
1.618 608-7
1.000 601-4
0.618 596-7
HIGH 589-4
0.618 584-7
0.500 583-4
0.382 582-1
LOW 577-4
0.618 570-1
1.000 565-4
1.618 558-1
2.618 546-1
4.250 526-4
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 583-4 580-3
PP 581-7 579-6
S1 580-1 579-1

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

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