CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 604-0 601-0 -3-0 -0.5% 589-6
High 605-4 601-2 -4-2 -0.7% 603-0
Low 595-4 593-0 -2-4 -0.4% 581-4
Close 596-2 595-6 -0-4 -0.1% 601-0
Range 10-0 8-2 -1-6 -17.5% 21-4
ATR 13-6 13-3 -0-3 -2.8% 0-0
Volume 11,668 13,482 1,814 15.5% 75,647
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 621-3 616-7 600-2
R3 613-1 608-5 598-0
R2 604-7 604-7 597-2
R1 600-3 600-3 596-4 598-4
PP 596-5 596-5 596-5 595-6
S1 592-1 592-1 595-0 590-2
S2 588-3 588-3 594-2
S3 580-1 583-7 593-4
S4 571-7 575-5 591-2
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 659-5 651-7 612-7
R3 638-1 630-3 606-7
R2 616-5 616-5 605-0
R1 608-7 608-7 603-0 612-6
PP 595-1 595-1 595-1 597-1
S1 587-3 587-3 599-0 591-2
S2 573-5 573-5 597-0
S3 552-1 565-7 595-1
S4 530-5 544-3 589-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-4 581-4 24-0 4.0% 9-7 1.7% 59% False False 13,572
10 605-4 573-0 32-4 5.5% 10-7 1.8% 70% False False 16,643
20 605-4 504-6 100-6 16.9% 10-7 1.8% 90% False False 17,736
40 605-4 474-4 131-0 22.0% 10-4 1.8% 93% False False 16,053
60 605-4 428-2 177-2 29.8% 9-0 1.5% 94% False False 12,870
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 636-2
2.618 622-7
1.618 614-5
1.000 609-4
0.618 606-3
HIGH 601-2
0.618 598-1
0.500 597-1
0.382 596-1
LOW 593-0
0.618 587-7
1.000 584-6
1.618 579-5
2.618 571-3
4.250 558-0
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 597-1 598-6
PP 596-5 597-6
S1 596-2 596-6

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

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