CME Pit-Traded Corn Future March 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 566-0 557-0 -9-0 -1.6% 600-2
High 569-0 579-0 10-0 1.8% 617-4
Low 548-0 557-0 9-0 1.6% 548-0
Close 548-0 569-0 21-0 3.8% 548-0
Range 21-0 22-0 1-0 4.8% 69-4
ATR 14-6 16-0 1-1 7.8% 0-0
Volume 144,861 159,516 14,655 10.1% 649,736
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 634-3 623-5 581-1
R3 612-3 601-5 575-0
R2 590-3 590-3 573-0
R1 579-5 579-5 571-0 585-0
PP 568-3 568-3 568-3 571-0
S1 557-5 557-5 567-0 563-0
S2 546-3 546-3 565-0
S3 524-3 535-5 563-0
S4 502-3 513-5 556-7
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779-5 733-3 586-2
R3 710-1 663-7 567-1
R2 640-5 640-5 560-6
R1 594-3 594-3 554-3 582-6
PP 571-1 571-1 571-1 565-3
S1 524-7 524-7 541-5 513-2
S2 501-5 501-5 535-2
S3 432-1 455-3 528-7
S4 362-5 385-7 509-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617-4 548-0 69-4 12.2% 18-3 3.2% 30% False False 144,951
10 617-4 548-0 69-4 12.2% 13-1 2.3% 30% False False 110,799
20 617-4 548-0 69-4 12.2% 12-4 2.2% 30% False False 87,788
40 617-4 468-0 149-4 26.3% 12-5 2.2% 68% False False 76,774
60 617-4 429-4 188-0 33.0% 11-0 1.9% 74% False False 67,070
80 617-4 390-4 227-0 39.9% 10-5 1.9% 79% False False 56,293
100 617-4 356-6 260-6 45.8% 9-6 1.7% 81% False False 47,342
120 617-4 356-6 260-6 45.8% 8-6 1.5% 81% False False 40,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 672-4
2.618 636-5
1.618 614-5
1.000 601-0
0.618 592-5
HIGH 579-0
0.618 570-5
0.500 568-0
0.382 565-3
LOW 557-0
0.618 543-3
1.000 535-0
1.618 521-3
2.618 499-3
4.250 463-4
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 568-5 567-7
PP 568-3 566-7
S1 568-0 565-6

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

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