CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 576-0 575-2 -0-6 -0.1% 572-2
High 589-4 591-0 1-4 0.3% 586-0
Low 576-0 575-2 -0-6 -0.1% 555-0
Close 584-0 590-2 6-2 1.1% 572-2
Range 13-4 15-6 2-2 16.7% 31-0
ATR 15-5 15-5 0-0 0.1% 0-0
Volume 62,458 57,752 -4,706 -7.5% 331,815
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 632-6 627-2 598-7
R3 617-0 611-4 594-5
R2 601-2 601-2 593-1
R1 595-6 595-6 591-6 598-4
PP 585-4 585-4 585-4 586-7
S1 580-0 580-0 588-6 582-6
S2 569-6 569-6 587-3
S3 554-0 564-2 585-7
S4 538-2 548-4 581-5
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 664-1 649-1 589-2
R3 633-1 618-1 580-6
R2 602-1 602-1 577-7
R1 587-1 587-1 575-1 587-6
PP 571-1 571-1 571-1 571-3
S1 556-1 556-1 569-3 556-6
S2 540-1 540-1 566-5
S3 509-1 525-1 563-6
S4 478-1 494-1 555-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 591-0 570-6 20-2 3.4% 12-1 2.0% 96% True False 63,684
10 591-0 555-0 36-0 6.1% 11-6 2.0% 98% True False 65,259
20 595-0 468-0 127-0 21.5% 12-7 2.2% 96% False False 69,769
40 595-0 455-2 139-6 23.7% 11-4 2.0% 97% False False 62,897
60 595-0 420-0 175-0 29.6% 10-4 1.8% 97% False False 51,088
80 595-0 390-4 204-4 34.6% 9-5 1.6% 98% False False 42,064
100 595-0 356-6 238-2 40.4% 8-5 1.5% 98% False False 34,903
120 595-0 356-6 238-2 40.4% 7-7 1.3% 98% False False 29,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 658-0
2.618 632-2
1.618 616-4
1.000 606-6
0.618 600-6
HIGH 591-0
0.618 585-0
0.500 583-1
0.382 581-2
LOW 575-2
0.618 565-4
1.000 559-4
1.618 549-6
2.618 534-0
4.250 508-2
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 587-7 587-7
PP 585-4 585-4
S1 583-1 583-1

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

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