CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 497-0 504-6 7-6 1.6% 538-0
High 509-0 504-6 -4-2 -0.8% 538-0
Low 497-0 504-6 7-6 1.6% 484-0
Close 508-0 505-2 -2-6 -0.5% 484-0
Range 12-0 0-0 -12-0 -100.0% 54-0
ATR 13-3 12-5 -0-6 -5.4% 0-0
Volume 11,398 17,763 6,365 55.8% 68,795
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 504-7 505-1 505-2
R3 504-7 505-1 505-2
R2 504-7 504-7 505-2
R1 505-1 505-1 505-2 505-0
PP 504-7 504-7 504-7 504-7
S1 505-1 505-1 505-2 505-0
S2 504-7 504-7 505-2
S3 504-7 505-1 505-2
S4 504-7 505-1 505-2
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
5 513-4 474-4 39-0 7.7% 12-6 2.5% 79% False False 15,820
10 541-0 474-4 66-4 13.2% 12-1 2.4% 46% False False 15,409
20 541-0 474-4 66-4 13.2% 10-0 2.0% 46% False False 14,654
40 541-0 428-2 112-6 22.3% 8-1 1.6% 68% False False 10,657
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 504-6
2.618 504-6
1.618 504-6
1.000 504-6
0.618 504-6
HIGH 504-6
0.618 504-6
0.500 504-6
0.382 504-6
LOW 504-6
0.618 504-6
1.000 504-6
1.618 504-6
2.618 504-6
4.250 504-6
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 505-1 500-6
PP 504-7 496-2
S1 504-6 491-6

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

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