CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 574-4 593-0 18-4 3.2% 586-6
High 595-0 593-0 -2-0 -0.3% 601-0
Low 574-4 582-4 8-0 1.4% 572-4
Close 593-6 584-0 -9-6 -1.6% 582-4
Range 20-4 10-4 -10-0 -48.8% 28-4
ATR 15-6 15-3 -0-3 -2.0% 0-0
Volume 34,062 48,860 14,798 43.4% 208,164
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 618-0 611-4 589-6
R3 607-4 601-0 586-7
R2 597-0 597-0 585-7
R1 590-4 590-4 585-0 588-4
PP 586-4 586-4 586-4 585-4
S1 580-0 580-0 583-0 578-0
S2 576-0 576-0 582-1
S3 565-4 569-4 581-1
S4 555-0 559-0 578-2
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-7 655-1 598-1
R3 642-3 626-5 590-3
R2 613-7 613-7 587-6
R1 598-1 598-1 585-1 591-6
PP 585-3 585-3 585-3 582-1
S1 569-5 569-5 579-7 563-2
S2 556-7 556-7 577-2
S3 528-3 541-1 574-5
S4 499-7 512-5 566-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-0 565-0 30-0 5.1% 9-6 1.7% 63% False False 29,396
10 601-0 545-2 55-6 9.5% 11-7 2.0% 70% False False 36,901
20 601-0 479-0 122-0 20.9% 12-0 2.1% 86% False False 31,857
40 601-0 454-6 146-2 25.0% 9-2 1.6% 88% False False 27,694
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637-5
2.618 620-4
1.618 610-0
1.000 603-4
0.618 599-4
HIGH 593-0
0.618 589-0
0.500 587-6
0.382 586-4
LOW 582-4
0.618 576-0
1.000 572-0
1.618 565-4
2.618 555-0
4.250 537-7
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 587-6 582-5
PP 586-4 581-3
S1 585-2 580-0

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

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