CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 585-0 573-4 -11-4 -2.0% 579-0
High 589-4 581-4 -8-0 -1.4% 595-0
Low 577-4 573-4 -4-0 -0.7% 563-6
Close 578-4 575-0 -3-4 -0.6% 575-0
Range 12-0 8-0 -4-0 -33.3% 31-2
ATR 17-2 16-4 -0-5 -3.8% 0-0
Volume 82,860 67,337 -15,523 -18.7% 418,506
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 600-5 595-7 579-3
R3 592-5 587-7 577-2
R2 584-5 584-5 576-4
R1 579-7 579-7 575-6 582-2
PP 576-5 576-5 576-5 577-7
S1 571-7 571-7 574-2 574-2
S2 568-5 568-5 573-4
S3 560-5 563-7 572-6
S4 552-5 555-7 570-5
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 671-5 654-5 592-2
R3 640-3 623-3 583-5
R2 609-1 609-1 580-6
R1 592-1 592-1 577-7 585-0
PP 577-7 577-7 577-7 574-3
S1 560-7 560-7 572-1 553-6
S2 546-5 546-5 569-2
S3 515-3 529-5 566-3
S4 484-1 498-3 557-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-0 563-6 31-2 5.4% 16-2 2.8% 36% False False 83,701
10 595-0 468-0 127-0 22.1% 12-3 2.2% 84% False False 76,768
20 595-0 468-0 127-0 22.1% 13-1 2.3% 84% False False 67,100
40 595-0 429-4 165-4 28.8% 10-3 1.8% 88% False False 56,091
60 595-0 390-4 204-4 35.6% 10-0 1.7% 90% False False 45,171
80 595-0 356-6 238-2 41.4% 9-0 1.6% 92% False False 36,555
100 595-0 356-6 238-2 41.4% 8-0 1.4% 92% False False 30,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 615-4
2.618 602-4
1.618 594-4
1.000 589-4
0.618 586-4
HIGH 581-4
0.618 578-4
0.500 577-4
0.382 576-4
LOW 573-4
0.618 568-4
1.000 565-4
1.618 560-4
2.618 552-4
4.250 539-4
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 577-4 584-2
PP 576-5 581-1
S1 575-7 578-1

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

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