CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 610-0 605-4 -4-4 -0.7% 604-0
High 613-4 609-2 -4-2 -0.7% 613-4
Low 608-0 605-4 -2-4 -0.4% 589-0
Close 610-0 608-4 -1-4 -0.2% 608-4
Range 5-4 3-6 -1-6 -31.8% 24-4
ATR 13-2 12-5 -0-5 -4.7% 0-0
Volume 12,852 20,174 7,322 57.0% 73,805
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 619-0 617-4 610-4
R3 615-2 613-6 609-4
R2 611-4 611-4 609-2
R1 610-0 610-0 608-7 610-6
PP 607-6 607-6 607-6 608-1
S1 606-2 606-2 608-1 607-0
S2 604-0 604-0 607-6
S3 600-2 602-4 607-4
S4 596-4 598-6 606-4
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 677-1 667-3 622-0
R3 652-5 642-7 615-2
R2 628-1 628-1 613-0
R1 618-3 618-3 610-6 623-2
PP 603-5 603-5 603-5 606-1
S1 593-7 593-7 606-2 598-6
S2 579-1 579-1 604-0
S3 554-5 569-3 601-6
S4 530-1 544-7 595-0
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% 8-0 1.3% 80% False False 14,761
10 613-4 581-4 32-0 5.3% 9-0 1.5% 84% False False 14,945
20 613-4 561-0 52-4 8.6% 11-3 1.9% 90% False False 17,561
40 613-4 474-4 139-0 22.8% 10-4 1.7% 96% False False 16,347
60 613-4 438-0 175-4 28.8% 9-0 1.5% 97% False False 13,298
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 625-2
2.618 619-1
1.618 615-3
1.000 613-0
0.618 611-5
HIGH 609-2
0.618 607-7
0.500 607-3
0.382 606-7
LOW 605-4
0.618 603-1
1.000 601-6
1.618 599-3
2.618 595-5
4.250 589-4
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 608-1 606-1
PP 607-6 603-5
S1 607-3 601-2

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

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