CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 506-4 504-4 -2-0 -0.4% 538-0
High 513-4 504-4 -9-0 -1.8% 538-0
Low 497-4 484-0 -13-4 -2.7% 484-0
Close 514-0 484-0 -30-0 -5.8% 484-0
Range 16-0 20-4 4-4 28.1% 54-0
ATR 11-2 12-5 1-3 11.8% 0-0
Volume 13,212 17,624 4,412 33.4% 68,795
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 552-3 538-5 495-2
R3 531-7 518-1 489-5
R2 511-3 511-3 487-6
R1 497-5 497-5 485-7 494-2
PP 490-7 490-7 490-7 489-1
S1 477-1 477-1 482-1 473-6
S2 470-3 470-3 480-2
S3 449-7 456-5 478-3
S4 429-3 436-1 472-6
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 664-0 628-0 513-6
R3 610-0 574-0 498-7
R2 556-0 556-0 493-7
R1 520-0 520-0 489-0 511-0
PP 502-0 502-0 502-0 497-4
S1 466-0 466-0 479-0 457-0
S2 448-0 448-0 474-1
S3 394-0 412-0 469-1
S4 340-0 358-0 454-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 538-0 484-0 54-0 11.2% 14-4 3.0% 0% False True 13,759
10 541-0 484-0 57-0 11.8% 12-1 2.5% 0% False True 15,142
20 541-0 466-4 74-4 15.4% 9-7 2.0% 23% False False 14,270
40 541-0 428-2 112-6 23.3% 7-7 1.6% 49% False False 10,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 591-5
2.618 558-1
1.618 537-5
1.000 525-0
0.618 517-1
HIGH 504-4
0.618 496-5
0.500 494-2
0.382 491-7
LOW 484-0
0.618 471-3
1.000 463-4
1.618 450-7
2.618 430-3
4.250 396-7
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 494-2 503-2
PP 490-7 496-7
S1 487-3 490-3

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

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