CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	538-0	525-4	-12-4	-2.3%	539-0
High	538-0	529-0	-9-0	-1.7%	541-0
Low	528-4	517-6	-10-6	-2.0%	516-0
Close	530-2	518-2	-12-0	-2.3%	539-6
Range	9-4	11-2	1-6	18.4%	25-0
ATR	9-5	9-7	0-2	2.1%	0-0
Volume	17,848	12,502	-5,346	-30.0%	82,634

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	555-3	548-1	524-4
R3	544-1	536-7	521-3
R2	532-7	532-7	520-2
R1	525-5	525-5	519-2	523-5
PP	521-5	521-5	521-5	520-6
S1	514-3	514-3	517-2	512-3
S2	510-3	510-3	516-2
S3	499-1	503-1	515-1
S4	487-7	491-7	512-0

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	607-2	598-4	553-4
R3	582-2	573-4	546-5
R2	557-2	557-2	544-3
R1	548-4	548-4	542-0	552-7
PP	532-2	532-2	532-2	534-4
S1	523-4	523-4	537-4	527-7
S2	507-2	507-2	535-1
S3	482-2	498-4	532-7
S4	457-2	473-4	526-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	541-0	516-0	25-0	4.8%	8-7	1.7%	9%	False	False	15,606
10	541-0	510-0	31-0	6.0%	8-7	1.7%	27%	False	False	15,882
20	541-0	459-2	81-6	15.8%	7-6	1.5%	72%	False	False	13,284
40	541-0	421-0	120-0	23.2%	7-1	1.4%	81%	False	False	9,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	576-6
2.618	558-4
1.618	547-2
1.000	540-2
0.618	536-0
HIGH	529-0
0.618	524-6
0.500	523-3
0.382	522-0
LOW	517-6
0.618	510-6
1.000	506-4
1.618	499-4
2.618	488-2
4.250	470-0

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	523-3	529-3
PP	521-5	525-5
S1	520-0	522-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols