CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 585-6 605-6 20-0 3.4% 579-0
High 601-0 606-2 5-2 0.9% 595-0
Low 585-6 598-6 13-0 2.2% 565-0
Close 599-6 602-0 2-2 0.4% 581-0
Range 15-2 7-4 -7-6 -50.8% 30-0
ATR 14-6 14-2 -0-4 -3.5% 0-0
Volume 28,149 27,967 -182 -0.6% 154,117
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 624-7 620-7 606-1
R3 617-3 613-3 604-0
R2 609-7 609-7 603-3
R1 605-7 605-7 602-6 604-1
PP 602-3 602-3 602-3 601-4
S1 598-3 598-3 601-2 596-5
S2 594-7 594-7 600-5
S3 587-3 590-7 600-0
S4 579-7 583-3 597-7
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-3 655-5 597-4
R3 640-3 625-5 589-2
R2 610-3 610-3 586-4
R1 595-5 595-5 583-6 603-0
PP 580-3 580-3 580-3 584-0
S1 565-5 565-5 578-2 573-0
S2 550-3 550-3 575-4
S3 520-3 535-5 572-6
S4 490-3 505-5 564-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 606-2 581-0 25-2 4.2% 10-2 1.7% 83% True False 28,922
10 606-2 565-0 41-2 6.9% 10-0 1.7% 90% True False 29,159
20 606-2 479-0 127-2 21.1% 11-3 1.9% 97% True False 34,035
40 606-2 470-0 136-2 22.6% 10-0 1.7% 97% True False 29,844
60 606-2 436-0 170-2 28.3% 9-0 1.5% 98% True False 24,884
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 638-1
2.618 625-7
1.618 618-3
1.000 613-6
0.618 610-7
HIGH 606-2
0.618 603-3
0.500 602-4
0.382 601-5
LOW 598-6
0.618 594-1
1.000 591-2
1.618 586-5
2.618 579-1
4.250 566-7
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 602-4 600-0
PP 602-3 598-0
S1 602-1 596-0

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

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