CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 499-6 499-0 -0-6 -0.2% 477-6
High 501-2 511-4 10-2 2.0% 494-0
Low 499-0 499-0 0-0 0.0% 477-6
Close 499-6 511-4 11-6 2.4% 494-6
Range 2-2 12-4 10-2 455.6% 16-2
ATR 8-0 8-2 0-3 4.1% 0-0
Volume 13,769 8,983 -4,786 -34.8% 58,987
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 544-7 540-5 518-3
R3 532-3 528-1 515-0
R2 519-7 519-7 513-6
R1 515-5 515-5 512-5 517-6
PP 507-3 507-3 507-3 508-3
S1 503-1 503-1 510-3 505-2
S2 494-7 494-7 509-2
S3 482-3 490-5 508-0
S4 469-7 478-1 504-5
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 537-5 532-3 503-6
R3 521-3 516-1 499-2
R2 505-1 505-1 497-6
R1 499-7 499-7 496-2 502-4
PP 488-7 488-7 488-7 490-1
S1 483-5 483-5 493-2 486-2
S2 472-5 472-5 491-6
S3 456-3 467-3 490-2
S4 440-1 451-1 485-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 511-4 479-4 32-0 6.3% 6-7 1.3% 100% True False 11,928
10 511-4 459-2 52-2 10.2% 6-4 1.3% 100% True False 10,686
20 511-4 438-0 73-4 14.4% 6-2 1.2% 100% True False 7,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 564-5
2.618 544-2
1.618 531-6
1.000 524-0
0.618 519-2
HIGH 511-4
0.618 506-6
0.500 505-2
0.382 503-6
LOW 499-0
0.618 491-2
1.000 486-4
1.618 478-6
2.618 466-2
4.250 445-7
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 509-3 507-1
PP 507-3 502-5
S1 505-2 498-2

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

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