CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 590-2 590-4 0-2 0.0% 604-0
High 593-0 591-2 -1-6 -0.3% 613-4
Low 587-0 580-0 -7-0 -1.2% 589-0
Close 588-6 585-2 -3-4 -0.6% 608-4
Range 6-0 11-2 5-2 87.5% 24-4
ATR 13-0 12-7 -0-1 -0.9% 0-0
Volume 43,318 22,027 -21,291 -49.2% 73,805
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 619-2 613-4 591-4
R3 608-0 602-2 588-3
R2 596-6 596-6 587-2
R1 591-0 591-0 586-2 588-2
PP 585-4 585-4 585-4 584-1
S1 579-6 579-6 584-2 577-0
S2 574-2 574-2 583-2
S3 563-0 568-4 582-1
S4 551-6 557-2 579-0
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
5 621-0 580-0 41-0 7.0% 10-5 1.8% 13% False True 26,103
10 621-0 580-0 41-0 7.0% 9-6 1.7% 13% False True 19,980
20 621-0 561-0 60-0 10.3% 10-2 1.8% 40% False False 18,138
40 621-0 474-4 146-4 25.0% 11-2 1.9% 76% False False 17,744
60 621-0 438-0 183-0 31.3% 9-4 1.6% 80% False False 14,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 639-0
2.618 620-6
1.618 609-4
1.000 602-4
0.618 598-2
HIGH 591-2
0.618 587-0
0.500 585-5
0.382 584-2
LOW 580-0
0.618 573-0
1.000 568-6
1.618 561-6
2.618 550-4
4.250 532-2
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 585-5 600-4
PP 585-4 595-3
S1 585-3 590-3

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

View Archives - Comment on this page... - Back to Index of Symbols