CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 534-6 561-6 27-0 5.0% 567-2
High 557-0 565-4 8-4 1.5% 586-0
Low 534-6 560-0 25-2 4.7% 545-0
Close 554-4 565-0 10-4 1.9% 545-6
Range 22-2 5-4 -16-6 -75.3% 41-0
ATR 15-7 15-4 -0-3 -2.2% 0-0
Volume 40,978 32,140 -8,838 -21.6% 207,289
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 580-0 578-0 568-0
R3 574-4 572-4 566-4
R2 569-0 569-0 566-0
R1 567-0 567-0 565-4 568-0
PP 563-4 563-4 563-4 564-0
S1 561-4 561-4 564-4 562-4
S2 558-0 558-0 564-0
S3 552-4 556-0 563-4
S4 547-0 550-4 562-0
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
5 567-4 534-6 32-6 5.8% 11-6 2.1% 92% False False 38,806
10 595-6 534-6 61-0 10.8% 13-3 2.4% 50% False False 42,070
20 625-0 534-6 90-2 16.0% 11-0 1.9% 34% False False 37,972
40 625-0 479-0 146-0 25.8% 11-3 2.0% 59% False False 35,822
60 625-0 469-2 155-6 27.6% 10-2 1.8% 61% False False 32,297
80 625-0 436-0 189-0 33.5% 9-4 1.7% 68% False False 27,875
Crabel Price Patterns
NR True
NR4 True
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 0-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 588-7
2.618 579-7
1.618 574-3
1.000 571-0
0.618 568-7
HIGH 565-4
0.618 563-3
0.500 562-6
0.382 562-1
LOW 560-0
0.618 556-5
1.000 554-4
1.618 551-1
2.618 545-5
4.250 536-5
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 564-2 560-0
PP 563-4 555-1
S1 562-6 550-1

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

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