CME Pit-Traded Corn Future March 2011


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 547-4 537-0 -10-4 -1.9% 557-0
High 553-4 537-4 -16-0 -2.9% 579-0
Low 532-4 526-0 -6-4 -1.2% 532-4
Close 534-6 529-2 -5-4 -1.0% 534-6
Range 21-0 11-4 -9-4 -45.2% 46-4
ATR 17-1 16-6 -0-3 -2.4% 0-0
Volume 120,401 147,123 26,722 22.2% 775,782
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 565-3 558-7 535-5
R3 553-7 547-3 532-3
R2 542-3 542-3 531-3
R1 535-7 535-7 530-2 533-3
PP 530-7 530-7 530-7 529-6
S1 524-3 524-3 528-2 521-7
S2 519-3 519-3 527-1
S3 507-7 512-7 526-1
S4 496-3 501-3 522-7
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
5 559-0 526-0 33-0 6.2% 13-5 2.6% 10% False True 152,677
10 617-4 526-0 91-4 17.3% 16-0 3.0% 4% False True 148,814
20 617-4 526-0 91-4 17.3% 12-6 2.4% 4% False True 109,732
40 617-4 468-0 149-4 28.2% 13-0 2.4% 41% False False 88,880
60 617-4 452-0 165-4 31.3% 11-5 2.2% 47% False False 77,477
80 617-4 412-6 204-6 38.7% 11-0 2.1% 57% False False 64,861
100 617-4 390-4 227-0 42.9% 10-0 1.9% 61% False False 54,607
120 617-4 356-6 260-6 49.3% 9-1 1.7% 66% False False 46,425
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 586-3
2.618 567-5
1.618 556-1
1.000 549-0
0.618 544-5
HIGH 537-4
0.618 533-1
0.500 531-6
0.382 530-3
LOW 526-0
0.618 518-7
1.000 514-4
1.618 507-3
2.618 495-7
4.250 477-1
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 531-6 542-4
PP 530-7 538-1
S1 530-1 533-5

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

View Archives - Comment on this page... - Back to Index of Symbols