CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 555-4 547-4 -8-0 -1.4% 557-0
High 559-0 553-4 -5-4 -1.0% 579-0
Low 551-4 532-4 -19-0 -3.4% 532-4
Close 555-6 534-6 -21-0 -3.8% 534-6
Range 7-4 21-0 13-4 180.0% 46-4
ATR 16-6 17-1 0-4 2.8% 0-0
Volume 187,237 120,401 -66,836 -35.7% 775,782
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 603-2 590-0 546-2
R3 582-2 569-0 540-4
R2 561-2 561-2 538-5
R1 548-0 548-0 536-5 544-1
PP 540-2 540-2 540-2 538-2
S1 527-0 527-0 532-7 523-1
S2 519-2 519-2 530-7
S3 498-2 506-0 529-0
S4 477-2 485-0 523-2
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 688-2 658-0 560-3
R3 641-6 611-4 547-4
R2 595-2 595-2 543-2
R1 565-0 565-0 539-0 556-7
PP 548-6 548-6 548-6 544-6
S1 518-4 518-4 530-4 510-3
S2 502-2 502-2 526-2
S3 455-6 472-0 522-0
S4 409-2 425-4 509-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 579-0 532-4 46-4 8.7% 15-6 2.9% 5% False True 155,156
10 617-4 532-4 85-0 15.9% 15-4 2.9% 3% False True 142,551
20 617-4 532-4 85-0 15.9% 12-6 2.4% 3% False True 104,895
40 617-4 468-0 149-4 28.0% 12-7 2.4% 45% False False 86,553
60 617-4 448-4 169-0 31.6% 11-4 2.1% 51% False False 75,438
80 617-4 409-4 208-0 38.9% 11-0 2.0% 60% False False 63,261
100 617-4 384-0 233-4 43.7% 10-1 1.9% 65% False False 53,270
120 617-4 356-6 260-6 48.8% 9-1 1.7% 68% False False 45,229
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 642-6
2.618 608-4
1.618 587-4
1.000 574-4
0.618 566-4
HIGH 553-4
0.618 545-4
0.500 543-0
0.382 540-4
LOW 532-4
0.618 519-4
1.000 511-4
1.618 498-4
2.618 477-4
4.250 443-2
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 543-0 545-6
PP 540-2 542-1
S1 537-4 538-3

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

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