CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 584-2 589-6 5-4 0.9% 577-4
High 588-0 589-6 1-6 0.3% 592-0
Low 577-4 584-2 6-6 1.2% 561-0
Close 578-2 587-2 9-0 1.6% 578-2
Range 10-4 5-4 -5-0 -47.6% 31-0
ATR 15-2 15-0 -0-2 -1.8% 0-0
Volume 15,947 17,882 1,935 12.1% 89,448
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 603-5 600-7 590-2
R3 598-1 595-3 588-6
R2 592-5 592-5 588-2
R1 589-7 589-7 587-6 588-4
PP 587-1 587-1 587-1 586-3
S1 584-3 584-3 586-6 583-0
S2 581-5 581-5 586-2
S3 576-1 578-7 585-6
S4 570-5 573-3 584-2
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-1 655-1 595-2
R3 639-1 624-1 586-6
R2 608-1 608-1 583-7
R1 593-1 593-1 581-1 600-5
PP 577-1 577-1 577-1 580-6
S1 562-1 562-1 575-3 569-5
S2 546-1 546-1 572-5
S3 515-1 531-1 569-6
S4 484-1 500-1 561-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 592-0 561-0 31-0 5.3% 11-3 1.9% 85% False False 18,657
10 599-0 561-0 38-0 6.5% 12-6 2.2% 69% False False 20,382
20 599-0 474-4 124-4 21.2% 12-2 2.1% 91% False False 17,662
40 599-0 459-2 139-6 23.8% 9-6 1.7% 92% False False 15,276
60 599-0 421-0 178-0 30.3% 8-6 1.5% 93% False False 11,990
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 613-1
2.618 604-1
1.618 598-5
1.000 595-2
0.618 593-1
HIGH 589-6
0.618 587-5
0.500 587-0
0.382 586-3
LOW 584-2
0.618 580-7
1.000 578-6
1.618 575-3
2.618 569-7
4.250 560-7
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 587-1 586-2
PP 587-1 585-2
S1 587-0 584-2

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

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