CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 531-0 557-4 26-4 5.0% 564-0
High 553-0 561-6 8-6 1.6% 583-2
Low 530-6 557-4 26-6 5.0% 541-0
Close 550-6 561-4 10-6 2.0% 542-0
Range 22-2 4-2 -18-0 -80.9% 42-2
ATR 16-0 15-5 -0-3 -2.2% 0-0
Volume 17,137 20,088 2,951 17.2% 118,097
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 573-0 571-4 563-7
R3 568-6 567-2 562-5
R2 564-4 564-4 562-2
R1 563-0 563-0 561-7 563-6
PP 560-2 560-2 560-2 560-5
S1 558-6 558-6 561-1 559-4
S2 556-0 556-0 560-6
S3 551-6 554-4 560-3
S4 547-4 550-2 559-1
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
5 565-0 530-6 34-2 6.1% 10-5 1.9% 90% False False 23,127
10 591-2 530-6 60-4 10.8% 13-1 2.3% 51% False False 23,492
20 621-0 530-6 90-2 16.1% 11-2 2.0% 34% False False 21,150
40 621-0 474-4 146-4 26.1% 11-6 2.1% 59% False False 19,699
60 621-0 464-0 157-0 28.0% 10-5 1.9% 62% False False 17,608
80 621-0 428-2 192-6 34.3% 9-5 1.7% 69% False False 14,556
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579-6
2.618 572-7
1.618 568-5
1.000 566-0
0.618 564-3
HIGH 561-6
0.618 560-1
0.500 559-5
0.382 559-1
LOW 557-4
0.618 554-7
1.000 553-2
1.618 550-5
2.618 546-3
4.250 539-4
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 560-7 556-3
PP 560-2 551-3
S1 559-5 546-2

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

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