CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 590-4 573-0 -17-4 -3.0% 605-6
High 591-2 576-0 -15-2 -2.6% 621-0
Low 580-0 555-2 -24-6 -4.3% 555-2
Close 585-2 555-2 -30-0 -5.1% 555-2
Range 11-2 20-6 9-4 84.4% 65-6
ATR 12-7 14-0 1-2 9.6% 0-0
Volume 22,027 27,374 5,347 24.3% 137,718
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 624-3 610-5 566-5
R3 603-5 589-7 561-0
R2 582-7 582-7 559-0
R1 569-1 569-1 557-1 565-5
PP 562-1 562-1 562-1 560-4
S1 548-3 548-3 553-3 544-7
S2 541-3 541-3 551-4
S3 520-5 527-5 549-4
S4 499-7 506-7 543-7
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 774-3 730-5 591-3
R3 708-5 664-7 573-3
R2 642-7 642-7 567-2
R1 599-1 599-1 561-2 588-1
PP 577-1 577-1 577-1 571-6
S1 533-3 533-3 549-2 522-3
S2 511-3 511-3 543-2
S3 445-5 467-5 537-1
S4 379-7 401-7 519-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-0 555-2 65-6 11.8% 14-0 2.5% 0% False True 27,543
10 621-0 555-2 65-6 11.8% 11-0 2.0% 0% False True 21,152
20 621-0 555-2 65-6 11.8% 11-0 2.0% 0% False True 18,830
40 621-0 474-4 146-4 26.4% 11-4 2.1% 55% False False 18,075
60 621-0 438-0 183-0 33.0% 9-6 1.8% 64% False False 15,154
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 1-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 664-2
2.618 630-3
1.618 609-5
1.000 596-6
0.618 588-7
HIGH 576-0
0.618 568-1
0.500 565-5
0.382 563-1
LOW 555-2
0.618 542-3
1.000 534-4
1.618 521-5
2.618 500-7
4.250 467-0
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 565-5 574-1
PP 562-1 567-7
S1 558-6 561-4

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

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