CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 605-6 620-4 14-6 2.4% 604-0
High 610-4 621-0 10-4 1.7% 613-4
Low 605-4 594-0 -11-4 -1.9% 589-0
Close 606-0 597-6 -8-2 -1.4% 608-4
Range 5-0 27-0 22-0 440.0% 24-4
ATR 12-0 13-1 1-1 8.9% 0-0
Volume 20,174 24,825 4,651 23.1% 73,805
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 685-2 668-4 612-5
R3 658-2 641-4 605-1
R2 631-2 631-2 602-6
R1 614-4 614-4 600-2 609-3
PP 604-2 604-2 604-2 601-6
S1 587-4 587-4 595-2 582-3
S2 577-2 577-2 592-6
S3 550-2 560-4 590-3
S4 523-2 533-4 582-7
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
5 621-0 589-0 32-0 5.4% 10-6 1.8% 27% True False 18,730
10 621-0 581-4 39-4 6.6% 10-2 1.7% 41% True False 16,151
20 621-0 561-0 60-0 10.0% 10-7 1.8% 61% True False 17,429
40 621-0 474-4 146-4 24.5% 11-0 1.8% 84% True False 16,903
60 621-0 438-0 183-0 30.6% 9-3 1.6% 87% True False 13,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 735-6
2.618 691-5
1.618 664-5
1.000 648-0
0.618 637-5
HIGH 621-0
0.618 610-5
0.500 607-4
0.382 604-3
LOW 594-0
0.618 577-3
1.000 567-0
1.618 550-3
2.618 523-3
4.250 479-2
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 607-4 607-4
PP 604-2 604-2
S1 601-0 601-0

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

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