CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 555-0 537-0 -18-0 -3.2% 564-0
High 560-2 538-2 -22-0 -3.9% 583-2
Low 541-0 537-0 -4-0 -0.7% 541-0
Close 542-0 537-2 -4-6 -0.9% 542-0
Range 19-2 1-2 -18-0 -93.5% 42-2
ATR 16-2 15-4 -0-6 -4.9% 0-0
Volume 16,378 30,204 13,826 84.4% 118,097
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 541-2 540-4 538-0
R3 540-0 539-2 537-5
R2 538-6 538-6 537-4
R1 538-0 538-0 537-3 538-3
PP 537-4 537-4 537-4 537-6
S1 536-6 536-6 537-1 537-1
S2 536-2 536-2 537-0
S3 535-0 535-4 536-7
S4 533-6 534-2 536-4
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 682-1 654-3 565-2
R3 639-7 612-1 553-5
R2 597-5 597-5 549-6
R1 569-7 569-7 545-7 562-5
PP 555-3 555-3 555-3 551-6
S1 527-5 527-5 538-1 520-3
S2 513-1 513-1 534-2
S3 470-7 485-3 530-3
S4 428-5 443-1 518-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 565-0 537-0 28-0 5.2% 10-6 2.0% 1% False True 24,496
10 621-0 537-0 84-0 15.6% 13-7 2.6% 0% False True 26,584
20 621-0 537-0 84-0 15.6% 11-3 2.1% 0% False True 20,879
40 621-0 474-4 146-4 27.3% 11-6 2.2% 43% False False 19,271
60 621-0 459-2 161-6 30.1% 10-2 1.9% 48% False False 17,144
80 621-0 421-0 200-0 37.2% 9-4 1.8% 58% False False 14,212
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 543-4
2.618 541-4
1.618 540-2
1.000 539-4
0.618 539-0
HIGH 538-2
0.618 537-6
0.500 537-5
0.382 537-4
LOW 537-0
0.618 536-2
1.000 535-6
1.618 535-0
2.618 533-6
4.250 531-6
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 537-5 551-0
PP 537-4 546-3
S1 537-3 541-7

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

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