CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 559-2 562-4 3-2 0.6% 537-0
High 559-2 574-4 15-2 2.7% 562-2
Low 551-2 562-4 11-2 2.0% 530-6
Close 551-4 574-2 22-6 4.1% 560-6
Range 8-0 12-0 4-0 50.0% 31-4
ATR 13-3 14-1 0-5 5.1% 0-0
Volume 17,444 16,134 -1,310 -7.5% 92,582
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 606-3 602-3 580-7
R3 594-3 590-3 577-4
R2 582-3 582-3 576-4
R1 578-3 578-3 575-3 580-3
PP 570-3 570-3 570-3 571-4
S1 566-3 566-3 573-1 568-3
S2 558-3 558-3 572-0
S3 546-3 554-3 571-0
S4 534-3 542-3 567-5
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
5 574-4 551-2 23-2 4.0% 5-3 0.9% 99% True False 17,331
10 574-4 530-6 43-6 7.6% 8-4 1.5% 99% True False 20,563
20 621-0 530-6 90-2 15.7% 10-6 1.9% 48% False False 21,923
40 621-0 504-6 116-2 20.2% 10-6 1.9% 60% False False 19,829
60 621-0 474-4 146-4 25.5% 10-4 1.8% 68% False False 18,010
80 621-0 428-2 192-6 33.6% 9-4 1.6% 76% False False 15,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 625-4
2.618 605-7
1.618 593-7
1.000 586-4
0.618 581-7
HIGH 574-4
0.618 569-7
0.500 568-4
0.382 567-1
LOW 562-4
0.618 555-1
1.000 550-4
1.618 543-1
2.618 531-1
4.250 511-4
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 572-3 570-4
PP 570-3 566-5
S1 568-4 562-7

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

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