CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 562-2 561-2 -1-0 -0.2% 537-0
High 562-2 562-4 0-2 0.0% 562-2
Low 562-0 560-0 -2-0 -0.4% 530-6
Close 560-6 561-2 0-4 0.1% 560-6
Range 0-2 2-4 2-2 900.0% 31-4
ATR 14-4 13-5 -0-7 -5.9% 0-0
Volume 25,153 7,840 -17,313 -68.8% 92,582
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 568-6 567-4 562-5
R3 566-2 565-0 562-0
R2 563-6 563-6 561-6
R1 562-4 562-4 561-4 562-4
PP 561-2 561-2 561-2 561-2
S1 560-0 560-0 561-0 560-0
S2 558-6 558-6 560-6
S3 556-2 557-4 560-4
S4 553-6 555-0 559-7
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 645-6 634-6 578-1
R3 614-2 603-2 569-3
R2 582-6 582-6 566-4
R1 571-6 571-6 563-5 577-2
PP 551-2 551-2 551-2 554-0
S1 540-2 540-2 557-7 545-6
S2 519-6 519-6 555-0
S3 488-2 508-6 552-1
S4 456-6 477-2 543-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562-4 530-6 31-6 5.7% 6-1 1.1% 96% True False 20,084
10 583-2 530-6 52-4 9.4% 10-2 1.8% 58% False False 21,851
20 621-0 530-6 90-2 16.1% 10-5 1.9% 34% False False 21,502
40 621-0 474-4 146-4 26.1% 11-0 2.0% 59% False False 19,752
60 621-0 466-4 154-4 27.5% 10-5 1.9% 61% False False 17,925
80 621-0 428-2 192-6 34.3% 9-3 1.7% 69% False False 14,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 573-1
2.618 569-0
1.618 566-4
1.000 565-0
0.618 564-0
HIGH 562-4
0.618 561-4
0.500 561-2
0.382 561-0
LOW 560-0
0.618 558-4
1.000 557-4
1.618 556-0
2.618 553-4
4.250 549-3
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 561-2 560-7
PP 561-2 560-3
S1 561-2 560-0

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

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