CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 594-4 595-6 1-2 0.2% 607-4
High 597-4 595-6 -1-6 -0.3% 617-0
Low 591-4 586-0 -5-4 -0.9% 593-4
Close 593-0 588-6 -4-2 -0.7% 611-6
Range 6-0 9-6 3-6 62.5% 23-4
ATR 12-4 12-3 -0-2 -1.6% 0-0
Volume 72,983 52,827 -20,156 -27.6% 140,422
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 619-3 613-7 594-1
R3 609-5 604-1 591-3
R2 599-7 599-7 590-4
R1 594-3 594-3 589-5 592-2
PP 590-1 590-1 590-1 589-1
S1 584-5 584-5 587-7 582-4
S2 580-3 580-3 587-0
S3 570-5 574-7 586-1
S4 560-7 565-1 583-3
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
5 625-0 586-0 39-0 6.6% 10-0 1.7% 7% False True 44,748
10 625-0 586-0 39-0 6.6% 8-7 1.5% 7% False True 36,359
20 625-0 565-0 60-0 10.2% 9-4 1.6% 40% False False 32,759
40 625-0 479-0 146-0 24.8% 10-6 1.8% 75% False False 32,086
60 625-0 444-4 180-4 30.7% 9-1 1.5% 80% False False 28,323
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 False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 637-2
2.618 621-2
1.618 611-4
1.000 605-4
0.618 601-6
HIGH 595-6
0.618 592-0
0.500 590-7
0.382 589-6
LOW 586-0
0.618 580-0
1.000 576-2
1.618 570-2
2.618 560-4
4.250 544-4
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 590-7 605-4
PP 590-1 599-7
S1 589-4 594-3

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

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