CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 581-6 581-4 -0-2 0.0% 577-4
High 596-0 597-0 1-0 0.2% 592-0
Low 581-6 581-4 -0-2 0.0% 561-0
Close 590-0 596-0 6-0 1.0% 578-2
Range 14-2 15-4 1-2 8.8% 31-0
ATR 15-0 15-0 0-0 0.3% 0-0
Volume 15,052 16,749 1,697 11.3% 89,448
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 638-0 632-4 604-4
R3 622-4 617-0 600-2
R2 607-0 607-0 598-7
R1 601-4 601-4 597-3 604-2
PP 591-4 591-4 591-4 592-7
S1 586-0 586-0 594-5 588-6
S2 576-0 576-0 593-1
S3 560-4 570-4 591-6
S4 545-0 555-0 587-4
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
5 597-0 577-4 19-4 3.3% 11-1 1.9% 95% True False 16,883
10 597-0 561-0 36-0 6.0% 11-3 1.9% 97% True False 18,044
20 599-0 474-4 124-4 20.9% 12-3 2.1% 98% False False 18,247
40 599-0 464-0 135-0 22.7% 10-2 1.7% 98% False False 15,837
60 599-0 428-2 170-6 28.6% 9-1 1.5% 98% False False 12,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 662-7
2.618 637-5
1.618 622-1
1.000 612-4
0.618 606-5
HIGH 597-0
0.618 591-1
0.500 589-2
0.382 587-3
LOW 581-4
0.618 571-7
1.000 566-0
1.618 556-3
2.618 540-7
4.250 515-5
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 593-6 593-6
PP 591-4 591-4
S1 589-2 589-2

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

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