CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	504-4	474-4	-30-0	-5.9%	538-0
High	504-4	490-0	-14-4	-2.9%	538-0
Low	484-0	474-4	-9-4	-2.0%	484-0
Close	484-0	489-2	5-2	1.1%	484-0
Range	20-4	15-4	-5-0	-24.4%	54-0
ATR	12-5	12-7	0-2	1.6%	0-0
Volume	17,624	19,104	1,480	8.4%	68,795

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	531-1	525-5	497-6
R3	515-5	510-1	493-4
R2	500-1	500-1	492-1
R1	494-5	494-5	490-5	497-3
PP	484-5	484-5	484-5	486-0
S1	479-1	479-1	487-7	481-7
S2	469-1	469-1	486-3
S3	453-5	463-5	485-0
S4	438-1	448-1	480-6

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	529-0	474-4	54-4	11.1%	15-6	3.2%	27%	False	True	14,010
10	541-0	474-4	66-4	13.6%	12-3	2.5%	22%	False	True	14,961
20	541-0	474-4	66-4	13.6%	9-7	2.0%	22%	False	True	14,905
40	541-0	428-2	112-6	23.0%	8-0	1.6%	54%	False	False	10,350

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	1-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	555-7
2.618	530-5
1.618	515-1
1.000	505-4
0.618	499-5
HIGH	490-0
0.618	484-1
0.500	482-2
0.382	480-3
LOW	474-4
0.618	464-7
1.000	459-0
1.618	449-3
2.618	433-7
4.250	408-5

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	486-7	494-0
PP	484-5	492-3
S1	482-2	490-7

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