CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 562-4 572-4 10-0 1.8% 537-0
High 574-4 575-4 1-0 0.2% 562-2
Low 562-4 564-0 1-4 0.3% 530-6
Close 574-2 563-4 -10-6 -1.9% 560-6
Range 12-0 11-4 -0-4 -4.2% 31-4
ATR 14-1 13-7 -0-1 -1.3% 0-0
Volume 16,134 20,506 4,372 27.1% 92,582
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 602-1 594-3 569-7
R3 590-5 582-7 566-5
R2 579-1 579-1 565-5
R1 571-3 571-3 564-4 569-4
PP 567-5 567-5 567-5 566-6
S1 559-7 559-7 562-4 558-0
S2 556-1 556-1 561-3
S3 544-5 548-3 560-3
S4 533-1 536-7 557-1
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
5 575-4 551-2 24-2 4.3% 6-7 1.2% 51% True False 17,415
10 575-4 530-6 44-6 7.9% 8-6 1.5% 73% True False 20,271
20 621-0 530-6 90-2 16.0% 10-5 1.9% 36% False False 22,167
40 621-0 506-4 114-4 20.3% 11-0 2.0% 50% False False 19,898
60 621-0 474-4 146-4 26.0% 10-6 1.9% 61% False False 18,150
80 621-0 428-2 192-6 34.2% 9-5 1.7% 70% False False 15,278
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 624-3
2.618 605-5
1.618 594-1
1.000 587-0
0.618 582-5
HIGH 575-4
0.618 571-1
0.500 569-6
0.382 568-3
LOW 564-0
0.618 556-7
1.000 552-4
1.618 545-3
2.618 533-7
4.250 515-1
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 569-6 563-4
PP 567-5 563-3
S1 565-5 563-3

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

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