CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 597-0 610-0 13-0 2.2% 589-6
High 601-2 613-4 12-2 2.0% 603-0
Low 589-0 608-0 19-0 3.2% 581-4
Close 601-0 610-0 9-0 1.5% 601-0
Range 12-2 5-4 -6-6 -55.1% 21-4
ATR 13-2 13-2 0-0 -0.4% 0-0
Volume 15,629 12,852 -2,777 -17.8% 75,647
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 627-0 624-0 613-0
R3 621-4 618-4 611-4
R2 616-0 616-0 611-0
R1 613-0 613-0 610-4 612-6
PP 610-4 610-4 610-4 610-3
S1 607-4 607-4 609-4 607-2
S2 605-0 605-0 609-0
S3 599-4 602-0 608-4
S4 594-0 596-4 607-0
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
5 613-4 589-0 24-4 4.0% 8-7 1.5% 86% True False 13,858
10 613-4 577-4 36-0 5.9% 9-6 1.6% 90% True False 14,522
20 613-4 542-4 71-0 11.6% 11-2 1.8% 95% True False 17,704
40 613-4 474-4 139-0 22.8% 10-5 1.7% 97% True False 16,162
60 613-4 435-4 178-0 29.2% 9-2 1.5% 98% True False 13,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 636-7
2.618 627-7
1.618 622-3
1.000 619-0
0.618 616-7
HIGH 613-4
0.618 611-3
0.500 610-6
0.382 610-1
LOW 608-0
0.618 604-5
1.000 602-4
1.618 599-1
2.618 593-5
4.250 584-5
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 610-6 607-1
PP 610-4 604-1
S1 610-2 601-2

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

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