CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 595-6 577-4 -18-2 -3.1% 609-4
High 595-6 577-4 -18-2 -3.1% 625-0
Low 586-0 558-6 -27-2 -4.7% 558-6
Close 588-6 558-6 -30-0 -5.1% 558-6
Range 9-6 18-6 9-0 92.3% 66-2
ATR 12-3 13-5 1-2 10.2% 0-0
Volume 52,827 46,082 -6,745 -12.8% 238,851
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 621-2 608-6 569-0
R3 602-4 590-0 563-7
R2 583-6 583-6 562-2
R1 571-2 571-2 560-4 568-1
PP 565-0 565-0 565-0 563-4
S1 552-4 552-4 557-0 549-3
S2 546-2 546-2 555-2
S3 527-4 533-6 553-5
S4 508-6 515-0 548-4
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779-5 735-3 595-2
R3 713-3 669-1 577-0
R2 647-1 647-1 570-7
R1 602-7 602-7 564-7 591-7
PP 580-7 580-7 580-7 575-2
S1 536-5 536-5 552-5 525-5
S2 514-5 514-5 546-5
S3 448-3 470-3 540-4
S4 382-1 404-1 522-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 558-6 66-2 11.9% 13-0 2.3% 0% False True 47,770
10 625-0 558-6 66-2 11.9% 9-7 1.8% 0% False True 37,927
20 625-0 558-6 66-2 11.9% 10-1 1.8% 0% False True 33,845
40 625-0 479-0 146-0 26.1% 10-7 2.0% 55% False False 32,594
60 625-0 444-4 180-4 32.3% 9-2 1.7% 63% False False 28,871
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 3 trading days
Fibonacci Retracements and Extensions
4.250 657-2
2.618 626-5
1.618 607-7
1.000 596-2
0.618 589-1
HIGH 577-4
0.618 570-3
0.500 568-1
0.382 565-7
LOW 558-6
0.618 547-1
1.000 540-0
1.618 528-3
2.618 509-5
4.250 479-0
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 568-1 578-1
PP 565-0 571-5
S1 561-7 565-2

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

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