CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 609-4 624-4 15-0 2.5% 607-4
High 614-0 625-0 11-0 1.8% 617-0
Low 609-2 599-0 -10-2 -1.7% 593-4
Close 609-2 602-2 -7-0 -1.1% 611-6
Range 4-6 26-0 21-2 447.4% 23-4
ATR 11-5 12-5 1-0 8.8% 0-0
Volume 30,971 35,988 5,017 16.2% 140,422
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 686-6 670-4 616-4
R3 660-6 644-4 609-3
R2 634-6 634-6 607-0
R1 618-4 618-4 604-5 613-5
PP 608-6 608-6 608-6 606-2
S1 592-4 592-4 599-7 587-5
S2 582-6 582-6 597-4
S3 556-6 566-4 595-1
S4 530-6 540-4 588-0
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 677-7 668-3 624-5
R3 654-3 644-7 618-2
R2 630-7 630-7 616-0
R1 621-3 621-3 613-7 626-1
PP 607-3 607-3 607-3 609-6
S1 597-7 597-7 609-5 602-5
S2 583-7 583-7 607-4
S3 560-3 574-3 605-2
S4 536-7 550-7 598-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 593-4 31-4 5.2% 9-4 1.6% 28% True False 32,213
10 625-0 585-6 39-2 6.5% 9-4 1.6% 42% True False 29,389
20 625-0 565-0 60-0 10.0% 10-1 1.7% 62% True False 30,708
40 625-0 479-0 146-0 24.2% 10-4 1.7% 84% True False 30,465
60 625-0 444-4 180-4 30.0% 9-0 1.5% 87% True False 26,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 735-4
2.618 693-1
1.618 667-1
1.000 651-0
0.618 641-1
HIGH 625-0
0.618 615-1
0.500 612-0
0.382 608-7
LOW 599-0
0.618 582-7
1.000 573-0
1.618 556-7
2.618 530-7
4.250 488-4
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 612-0 612-0
PP 608-6 608-6
S1 605-4 605-4

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

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