CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 603-4 600-0 -3-4 -0.6% 593-4
High 603-6 602-4 -1-2 -0.2% 606-2
Low 597-2 593-4 -3-6 -0.6% 585-6
Close 598-6 604-2 5-4 0.9% 603-6
Range 6-4 9-0 2-4 38.5% 20-4
ATR 13-0 12-6 -0-2 -2.2% 0-0
Volume 29,172 29,784 612 2.1% 143,525
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 627-1 624-5 609-2
R3 618-1 615-5 606-6
R2 609-1 609-1 605-7
R1 606-5 606-5 605-1 607-7
PP 600-1 600-1 600-1 600-6
S1 597-5 597-5 603-3 598-7
S2 591-1 591-1 602-5
S3 582-1 588-5 601-6
S4 573-1 579-5 599-2
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 660-1 652-3 615-0
R3 639-5 631-7 609-3
R2 619-1 619-1 607-4
R1 611-3 611-3 605-5 615-2
PP 598-5 598-5 598-5 600-4
S1 590-7 590-7 601-7 594-6
S2 578-1 578-1 600-0
S3 557-5 570-3 598-1
S4 537-1 549-7 592-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-0 593-4 15-4 2.6% 8-2 1.4% 69% False True 26,893
10 609-0 581-0 28-0 4.6% 9-5 1.6% 83% False False 29,997
20 609-0 511-2 97-6 16.2% 10-5 1.8% 95% False False 31,911
40 609-0 479-0 130-0 21.5% 10-2 1.7% 96% False False 29,863
60 609-0 436-0 173-0 28.6% 8-6 1.5% 97% False False 25,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 640-6
2.618 626-0
1.618 617-0
1.000 611-4
0.618 608-0
HIGH 602-4
0.618 599-0
0.500 598-0
0.382 597-0
LOW 593-4
0.618 588-0
1.000 584-4
1.618 579-0
2.618 570-0
4.250 555-2
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 602-1 603-2
PP 600-1 602-2
S1 598-0 601-2

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

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