CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 535-0 523-0 -12-0 -2.2% 544-6
High 539-0 523-4 -15-4 -2.9% 566-0
Low 518-4 512-4 -6-0 -1.2% 518-4
Close 520-6 515-2 -5-4 -1.1% 520-6
Range 20-4 11-0 -9-4 -46.3% 47-4
ATR 17-7 17-3 -0-4 -2.7% 0-0
Volume 187,918 191,847 3,929 2.1% 1,038,175
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 550-1 543-5 521-2
R3 539-1 532-5 518-2
R2 528-1 528-1 517-2
R1 521-5 521-5 516-2 519-3
PP 517-1 517-1 517-1 516-0
S1 510-5 510-5 514-2 508-3
S2 506-1 506-1 513-2
S3 495-1 499-5 512-2
S4 484-1 488-5 509-2
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 677-5 646-5 546-7
R3 630-1 599-1 533-6
R2 582-5 582-5 529-4
R1 551-5 551-5 525-1 543-3
PP 535-1 535-1 535-1 531-0
S1 504-1 504-1 516-3 495-7
S2 487-5 487-5 512-0
S3 440-1 456-5 507-6
S4 392-5 409-1 494-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 545-0 512-4 32-4 6.3% 13-7 2.7% 8% False True 204,662
10 603-4 512-4 91-0 17.7% 16-4 3.2% 3% False True 231,237
20 603-4 512-4 91-0 17.7% 13-3 2.6% 3% False True 201,152
40 603-4 456-0 147-4 28.6% 13-5 2.6% 40% False False 200,942
60 603-4 438-0 165-4 32.1% 12-3 2.4% 47% False False 197,902
80 603-4 399-4 204-0 39.6% 12-0 2.3% 57% False False 189,431
100 603-4 375-6 227-6 44.2% 11-1 2.2% 61% False False 175,323
120 603-4 343-2 260-2 50.5% 10-3 2.0% 66% False False 158,936
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 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 570-2
2.618 552-2
1.618 541-2
1.000 534-4
0.618 530-2
HIGH 523-4
0.618 519-2
0.500 518-0
0.382 516-6
LOW 512-4
0.618 505-6
1.000 501-4
1.618 494-6
2.618 483-6
4.250 465-6
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 518-0 528-6
PP 517-1 524-2
S1 516-1 519-6

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

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