CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 620-4 590-2 -30-2 -4.9% 604-0
High 621-0 593-0 -28-0 -4.5% 613-4
Low 594-0 587-0 -7-0 -1.2% 589-0
Close 597-6 588-6 -9-0 -1.5% 608-4
Range 27-0 6-0 -21-0 -77.8% 24-4
ATR 13-1 13-0 -0-1 -1.3% 0-0
Volume 24,825 43,318 18,493 74.5% 73,805
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 607-5 604-1 592-0
R3 601-5 598-1 590-3
R2 595-5 595-5 589-7
R1 592-1 592-1 589-2 590-7
PP 589-5 589-5 589-5 589-0
S1 586-1 586-1 588-2 584-7
S2 583-5 583-5 587-5
S3 577-5 580-1 587-1
S4 571-5 574-1 585-4
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
5 621-0 587-0 34-0 5.8% 9-4 1.6% 5% False True 24,268
10 621-0 587-0 34-0 5.8% 9-3 1.6% 5% False True 18,808
20 621-0 561-0 60-0 10.2% 10-3 1.8% 46% False False 18,426
40 621-0 474-4 146-4 24.9% 11-0 1.9% 78% False False 17,533
60 621-0 438-0 183-0 31.1% 9-4 1.6% 82% False False 14,496
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 618-4
2.618 608-6
1.618 602-6
1.000 599-0
0.618 596-6
HIGH 593-0
0.618 590-6
0.500 590-0
0.382 589-2
LOW 587-0
0.618 583-2
1.000 581-0
1.618 577-2
2.618 571-2
4.250 561-4
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 590-0 604-0
PP 589-5 598-7
S1 589-1 593-7

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

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