CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 601-0 597-0 -4-0 -0.7% 589-6
High 601-2 601-2 0-0 0.0% 603-0
Low 593-0 589-0 -4-0 -0.7% 581-4
Close 595-6 601-0 5-2 0.9% 601-0
Range 8-2 12-2 4-0 48.5% 21-4
ATR 13-3 13-2 -0-1 -0.6% 0-0
Volume 13,482 15,629 2,147 15.9% 75,647
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 633-7 629-5 607-6
R3 621-5 617-3 604-3
R2 609-3 609-3 603-2
R1 605-1 605-1 602-1 607-2
PP 597-1 597-1 597-1 598-1
S1 592-7 592-7 599-7 595-0
S2 584-7 584-7 598-6
S3 572-5 580-5 597-5
S4 560-3 568-3 594-2
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
5 605-4 589-0 16-4 2.7% 9-2 1.5% 73% False True 13,348
10 605-4 577-4 28-0 4.7% 10-1 1.7% 84% False False 15,116
20 605-4 506-4 99-0 16.5% 11-4 1.9% 95% False False 17,629
40 605-4 474-4 131-0 21.8% 10-6 1.8% 97% False False 16,142
60 605-4 428-2 177-2 29.5% 9-2 1.5% 97% False False 12,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 653-2
2.618 633-3
1.618 621-1
1.000 613-4
0.618 608-7
HIGH 601-2
0.618 596-5
0.500 595-1
0.382 593-5
LOW 589-0
0.618 581-3
1.000 576-6
1.618 569-1
2.618 556-7
4.250 537-0
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 599-0 599-6
PP 597-1 598-4
S1 595-1 597-2

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

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