CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 557-0 547-0 -10-0 -1.8% 567-2
High 561-2 547-2 -14-0 -2.5% 586-0
Low 545-0 538-0 -7-0 -1.3% 545-0
Close 545-6 540-6 -5-0 -0.9% 545-6
Range 16-2 9-2 -7-0 -43.1% 41-0
ATR 15-6 15-3 -0-4 -3.0% 0-0
Volume 35,471 41,392 5,921 16.7% 207,289
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 569-6 564-4 545-7
R3 560-4 555-2 543-2
R2 551-2 551-2 542-4
R1 546-0 546-0 541-5 544-0
PP 542-0 542-0 542-0 541-0
S1 536-6 536-6 539-7 534-6
S2 532-6 532-6 539-0
S3 523-4 527-4 538-2
S4 514-2 518-2 535-5
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 681-7 654-7 568-2
R3 640-7 613-7 557-0
R2 599-7 599-7 553-2
R1 572-7 572-7 549-4 565-7
PP 558-7 558-7 558-7 555-4
S1 531-7 531-7 542-0 524-7
S2 517-7 517-7 538-2
S3 476-7 490-7 534-4
S4 435-7 449-7 523-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 567-4 538-0 29-4 5.5% 11-5 2.2% 9% False True 40,998
10 625-0 538-0 87-0 16.1% 13-6 2.5% 3% False True 45,656
20 625-0 538-0 87-0 16.1% 11-0 2.0% 3% False True 37,091
40 625-0 479-0 146-0 27.0% 11-3 2.1% 42% False False 34,778
60 625-0 463-4 161-4 29.9% 10-0 1.8% 48% False False 31,532
80 625-0 427-4 197-4 36.5% 9-3 1.7% 57% False False 27,261
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 586-4
2.618 571-4
1.618 562-2
1.000 556-4
0.618 553-0
HIGH 547-2
0.618 543-6
0.500 542-5
0.382 541-4
LOW 538-0
0.618 532-2
1.000 528-6
1.618 523-0
2.618 513-6
4.250 498-6
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 542-5 552-6
PP 542-0 548-6
S1 541-3 544-6

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

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