CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 589-6 581-6 -8-0 -1.4% 577-4
High 589-6 596-0 6-2 1.1% 592-0
Low 584-2 581-6 -2-4 -0.4% 561-0
Close 587-2 590-0 2-6 0.5% 578-2
Range 5-4 14-2 8-6 159.1% 31-0
ATR 15-0 15-0 0-0 -0.4% 0-0
Volume 17,882 15,052 -2,830 -15.8% 89,448
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 632-0 625-2 597-7
R3 617-6 611-0 593-7
R2 603-4 603-4 592-5
R1 596-6 596-6 591-2 600-1
PP 589-2 589-2 589-2 591-0
S1 582-4 582-4 588-6 585-7
S2 575-0 575-0 587-3
S3 560-6 568-2 586-1
S4 546-4 554-0 582-1
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
5 596-0 573-0 23-0 3.9% 11-7 2.0% 74% True False 19,714
10 599-0 561-0 38-0 6.4% 11-4 1.9% 76% False False 18,706
20 599-0 474-4 124-4 21.1% 12-3 2.1% 93% False False 17,790
40 599-0 459-2 139-6 23.7% 10-0 1.7% 94% False False 15,537
60 599-0 421-0 178-0 30.2% 8-7 1.5% 95% False False 12,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 656-4
2.618 633-2
1.618 619-0
1.000 610-2
0.618 604-6
HIGH 596-0
0.618 590-4
0.500 588-7
0.382 587-2
LOW 581-6
0.618 573-0
1.000 567-4
1.618 558-6
2.618 544-4
4.250 521-2
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 589-5 588-7
PP 589-2 587-7
S1 588-7 586-6

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

View Archives - Comment on this page... - Back to Index of Symbols