CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 575-2 596-4 21-2 3.7% 572-2
High 591-0 597-0 6-0 1.0% 586-0
Low 575-2 589-4 14-2 2.5% 555-0
Close 590-2 592-0 1-6 0.3% 572-2
Range 15-6 7-4 -8-2 -52.4% 31-0
ATR 15-5 15-0 -0-5 -3.7% 0-0
Volume 57,752 49,970 -7,782 -13.5% 331,815
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 615-3 611-1 596-1
R3 607-7 603-5 594-0
R2 600-3 600-3 593-3
R1 596-1 596-1 592-6 594-4
PP 592-7 592-7 592-7 592-0
S1 588-5 588-5 591-2 587-0
S2 585-3 585-3 590-5
S3 577-7 581-1 590-0
S4 570-3 573-5 587-7
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
5 597-0 570-6 26-2 4.4% 11-4 1.9% 81% True False 58,217
10 597-0 555-0 42-0 7.1% 11-2 1.9% 88% True False 61,970
20 597-0 468-0 129-0 21.8% 12-4 2.1% 96% True False 69,904
40 597-0 456-6 140-2 23.7% 11-5 2.0% 96% True False 63,275
60 597-0 420-0 177-0 29.9% 10-4 1.8% 97% True False 51,591
80 597-0 390-4 206-4 34.9% 9-5 1.6% 98% True False 42,555
100 597-0 356-6 240-2 40.6% 8-6 1.5% 98% True False 35,352
120 597-0 356-6 240-2 40.6% 7-7 1.3% 98% True False 30,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 628-7
2.618 616-5
1.618 609-1
1.000 604-4
0.618 601-5
HIGH 597-0
0.618 594-1
0.500 593-2
0.382 592-3
LOW 589-4
0.618 584-7
1.000 582-0
1.618 577-3
2.618 569-7
4.250 557-5
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 593-2 590-0
PP 592-7 588-1
S1 592-3 586-1

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

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