CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 567-0 578-0 11-0 1.9% 547-0
High 578-4 578-0 -0-4 -0.1% 566-0
Low 567-0 568-4 1-4 0.3% 534-6
Close 578-2 568-4 -9-6 -1.7% 564-2
Range 11-4 9-4 -2-0 -17.4% 31-2
ATR 14-1 13-7 -0-3 -2.2% 0-0
Volume 22,533 33,298 10,765 47.8% 149,286
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 600-1 593-7 573-6
R3 590-5 584-3 571-1
R2 581-1 581-1 570-2
R1 574-7 574-7 569-3 573-2
PP 571-5 571-5 571-5 570-7
S1 565-3 565-3 567-5 563-6
S2 562-1 562-1 566-6
S3 552-5 555-7 565-7
S4 543-1 546-3 563-2
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
5 578-4 555-4 23-0 4.0% 5-4 1.0% 57% False False 25,017
10 578-4 534-6 43-6 7.7% 8-5 1.5% 77% False False 31,912
20 625-0 534-6 90-2 15.9% 10-2 1.8% 37% False False 37,503
40 625-0 511-2 113-6 20.0% 10-4 1.8% 50% False False 34,707
60 625-0 479-0 146-0 25.7% 10-2 1.8% 61% False False 32,410
80 625-0 436-0 189-0 33.2% 9-1 1.6% 70% False False 28,483
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 618-3
2.618 602-7
1.618 593-3
1.000 587-4
0.618 583-7
HIGH 578-0
0.618 574-3
0.500 573-2
0.382 572-1
LOW 568-4
0.618 562-5
1.000 559-0
1.618 553-1
2.618 543-5
4.250 528-1
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 573-2 568-0
PP 571-5 567-4
S1 570-1 567-0

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

View Archives - Comment on this page... - Back to Index of Symbols