CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 573-0 564-0 -9-0 -1.6% 605-6
High 576-0 583-2 7-2 1.3% 621-0
Low 555-2 564-0 8-6 1.6% 555-2
Close 555-2 575-4 20-2 3.6% 555-2
Range 20-6 19-2 -1-4 -7.2% 65-6
ATR 14-0 15-0 1-0 7.1% 0-0
Volume 27,374 25,818 -1,556 -5.7% 137,718
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 632-0 623-0 586-1
R3 612-6 603-6 580-6
R2 593-4 593-4 579-0
R1 584-4 584-4 577-2 589-0
PP 574-2 574-2 574-2 576-4
S1 565-2 565-2 573-6 569-6
S2 555-0 555-0 572-0
S3 535-6 546-0 570-2
S4 516-4 526-6 564-7
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 774-3 730-5 591-3
R3 708-5 664-7 573-3
R2 642-7 642-7 567-2
R1 599-1 599-1 561-2 588-1
PP 577-1 577-1 577-1 571-6
S1 533-3 533-3 549-2 522-3
S2 511-3 511-3 543-2
S3 445-5 467-5 537-1
S4 379-7 401-7 519-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-0 555-2 65-6 11.4% 16-7 2.9% 31% False False 28,672
10 621-0 555-2 65-6 11.4% 11-7 2.1% 31% False False 22,567
20 621-0 555-2 65-6 11.4% 11-4 2.0% 31% False False 19,419
40 621-0 474-4 146-4 25.5% 11-5 2.0% 69% False False 18,198
60 621-0 438-0 183-0 31.8% 9-7 1.7% 75% False False 15,498
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 665-0
2.618 633-5
1.618 614-3
1.000 602-4
0.618 595-1
HIGH 583-2
0.618 575-7
0.500 573-5
0.382 571-3
LOW 564-0
0.618 552-1
1.000 544-6
1.618 532-7
2.618 513-5
4.250 482-2
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 574-7 574-6
PP 574-2 574-0
S1 573-5 573-2

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

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