CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 557-0 556-0 -1-0 -0.2% 600-2
High 579-0 557-2 -21-6 -3.8% 617-4
Low 557-0 539-0 -18-0 -3.2% 548-0
Close 569-0 540-0 -29-0 -5.1% 548-0
Range 22-0 18-2 -3-6 -17.0% 69-4
ATR 16-0 17-0 1-0 6.3% 0-0
Volume 159,516 143,608 -15,908 -10.0% 649,736
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 600-1 588-3 550-0
R3 581-7 570-1 545-0
R2 563-5 563-5 543-3
R1 551-7 551-7 541-5 548-5
PP 545-3 545-3 545-3 543-6
S1 533-5 533-5 538-3 530-3
S2 527-1 527-1 536-5
S3 508-7 515-3 535-0
S4 490-5 497-1 530-0
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
5 586-4 539-0 47-4 8.8% 15-6 2.9% 2% False True 156,506
10 617-4 539-0 78-4 14.5% 14-0 2.6% 1% False True 118,317
20 617-4 539-0 78-4 14.5% 12-6 2.4% 1% False True 93,098
40 617-4 468-0 149-4 27.7% 12-6 2.4% 48% False False 78,289
60 617-4 429-4 188-0 34.8% 11-2 2.1% 59% False False 69,123
80 617-4 390-4 227-0 42.0% 10-6 2.0% 66% False False 57,920
100 617-4 356-6 260-6 48.3% 9-7 1.8% 70% False False 48,727
120 617-4 356-6 260-6 48.3% 8-7 1.7% 70% False False 41,366
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 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 634-6
2.618 605-0
1.618 586-6
1.000 575-4
0.618 568-4
HIGH 557-2
0.618 550-2
0.500 548-1
0.382 546-0
LOW 539-0
0.618 527-6
1.000 520-6
1.618 509-4
2.618 491-2
4.250 461-4
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 548-1 559-0
PP 545-3 552-5
S1 542-6 546-3

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

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