CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	511-0	511-2	0-2	0.0%	540-2
High	512-0	519-6	7-6	1.5%	540-4
Low	509-2	511-2	2-0	0.4%	487-4
Close	509-2	515-2	6-0	1.2%	487-4
Range	2-6	8-4	5-6	209.1%	53-0
ATR	12-4	12-3	-0-1	-1.1%	0-0
Volume	33,408	18,105	-15,303	-45.8%	114,587

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	540-7	536-5	519-7
R3	532-3	528-1	517-5
R2	523-7	523-7	516-6
R1	519-5	519-5	516-0	521-6
PP	515-3	515-3	515-3	516-4
S1	511-1	511-1	514-4	513-2
S2	506-7	506-7	513-6
S3	498-3	502-5	512-7
S4	489-7	494-1	510-5

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	664-1	628-7	516-5
R3	611-1	575-7	502-1
R2	558-1	558-1	497-2
R1	522-7	522-7	492-3	514-0
PP	505-1	505-1	505-1	500-6
S1	469-7	469-7	482-5	461-0
S2	452-1	452-1	477-6
S3	399-1	416-7	472-7
S4	346-1	363-7	458-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	519-6	479-0	40-6	7.9%	11-6	2.3%	89%	True	False	33,415
10	541-6	479-0	62-6	12.2%	12-2	2.4%	58%	False	False	26,814
20	541-6	479-0	62-6	12.2%	10-1	2.0%	58%	False	False	27,431
40	541-6	443-0	98-6	19.2%	8-0	1.6%	73%	False	False	22,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	555-7
2.618	542-0
1.618	533-4
1.000	528-2
0.618	525-0
HIGH	519-6
0.618	516-4
0.500	515-4
0.382	514-4
LOW	511-2
0.618	506-0
1.000	502-6
1.618	497-4
2.618	489-0
4.250	475-1

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	515-4	513-4
PP	515-3	511-7
S1	515-3	510-1

Download as Excel Spreadsheet

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

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