CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 564-4 555-4 -9-0 -1.6% 547-0
High 566-4 555-4 -11-0 -1.9% 566-0
Low 563-4 555-4 -8-0 -1.4% 534-6
Close 565-2 555-4 -9-6 -1.7% 564-2
Range 3-0 0-0 -3-0 -100.0% 31-2
ATR 13-6 13-4 -0-2 -2.1% 0-0
Volume 11,056 23,423 12,367 111.9% 149,286
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 555-4 555-4 555-4
R3 555-4 555-4 555-4
R2 555-4 555-4 555-4
R1 555-4 555-4 555-4 555-4
PP 555-4 555-4 555-4 555-4
S1 555-4 555-4 555-4 555-4
S2 555-4 555-4 555-4
S3 555-4 555-4 555-4
S4 555-4 555-4 555-4
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 648-6 637-6 581-4
R3 617-4 606-4 572-7
R2 586-2 586-2 570-0
R1 575-2 575-2 567-1 580-6
PP 555-0 555-0 555-0 557-6
S1 544-0 544-0 561-3 549-4
S2 523-6 523-6 558-4
S3 492-4 512-6 555-5
S4 461-2 481-4 547-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 566-4 534-6 31-6 5.7% 6-7 1.2% 65% False False 28,474
10 567-4 534-6 32-6 5.9% 9-2 1.7% 63% False False 34,736
20 625-0 534-6 90-2 16.2% 10-0 1.8% 23% False False 37,659
40 625-0 500-4 124-4 22.4% 10-2 1.8% 44% False False 35,000
60 625-0 479-0 146-0 26.3% 10-1 1.8% 52% False False 32,682
80 625-0 436-0 189-0 34.0% 9-1 1.6% 63% False False 28,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 555-4
2.618 555-4
1.618 555-4
1.000 555-4
0.618 555-4
HIGH 555-4
0.618 555-4
0.500 555-4
0.382 555-4
LOW 555-4
0.618 555-4
1.000 555-4
1.618 555-4
2.618 555-4
4.250 555-4
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 555-4 561-0
PP 555-4 559-1
S1 555-4 557-3

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

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