CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 571-2 598-0 26-6 4.7% 474-4
High 598-0 599-0 1-0 0.2% 542-4
Low 571-0 582-0 11-0 1.9% 474-4
Close 593-4 585-2 -8-2 -1.4% 542-4
Range 27-0 17-0 -10-0 -37.0% 68-0
ATR 16-5 16-5 0-0 0.2% 0-0
Volume 31,806 23,375 -8,431 -26.5% 82,649
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 639-6 629-4 594-5
R3 622-6 612-4 589-7
R2 605-6 605-6 588-3
R1 595-4 595-4 586-6 592-1
PP 588-6 588-6 588-6 587-0
S1 578-4 578-4 583-6 575-1
S2 571-6 571-6 582-1
S3 554-6 561-4 580-5
S4 537-6 544-4 575-7
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 723-7 701-1 579-7
R3 655-7 633-1 561-2
R2 587-7 587-7 555-0
R1 565-1 565-1 548-6 576-4
PP 519-7 519-7 519-7 525-4
S1 497-1 497-1 536-2 508-4
S2 451-7 451-7 530-0
S3 383-7 429-1 523-6
S4 315-7 361-1 505-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599-0 506-4 92-4 15.8% 14-0 2.4% 85% True False 21,081
10 599-0 474-4 124-4 21.3% 13-3 2.3% 89% True False 18,450
20 599-0 474-4 124-4 21.3% 11-6 2.0% 89% True False 16,639
40 599-0 438-0 161-0 27.5% 9-0 1.5% 91% True False 12,532
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 False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 671-2
2.618 643-4
1.618 626-4
1.000 616-0
0.618 609-4
HIGH 599-0
0.618 592-4
0.500 590-4
0.382 588-4
LOW 582-0
0.618 571-4
1.000 565-0
1.618 554-4
2.618 537-4
4.250 509-6
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 590-4 584-7
PP 588-6 584-3
S1 587-0 584-0

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

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