CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 591-0 585-4 -5-4 -0.9% 586-2
High 595-2 591-2 -4-0 -0.7% 595-2
Low 589-2 585-4 -3-6 -0.6% 569-0
Close 590-0 587-6 -2-2 -0.4% 587-6
Range 6-0 5-6 -0-2 -4.2% 26-2
ATR 14-5 14-0 -0-5 -4.3% 0-0
Volume 184,061 180,054 -4,007 -2.2% 874,269
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 605-3 602-3 590-7
R3 599-5 596-5 589-3
R2 593-7 593-7 588-6
R1 590-7 590-7 588-2 592-3
PP 588-1 588-1 588-1 589-0
S1 585-1 585-1 587-2 586-5
S2 582-3 582-3 586-6
S3 576-5 579-3 586-1
S4 570-7 573-5 584-5
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 662-6 651-4 602-2
R3 636-4 625-2 595-0
R2 610-2 610-2 592-4
R1 599-0 599-0 590-1 604-5
PP 584-0 584-0 584-0 586-6
S1 572-6 572-6 585-3 578-3
S2 557-6 557-6 583-0
S3 531-4 546-4 580-4
S4 505-2 520-2 573-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-2 569-0 26-2 4.5% 9-3 1.6% 71% False False 174,853
10 595-2 562-0 33-2 5.7% 10-4 1.8% 77% False False 168,216
20 595-2 543-0 52-2 8.9% 12-6 2.2% 86% False False 187,721
40 595-2 456-0 139-2 23.7% 12-3 2.1% 95% False False 192,224
60 595-2 415-4 179-6 30.6% 11-1 1.9% 96% False False 185,043
80 595-2 375-6 219-4 37.3% 10-7 1.9% 97% False False 174,580
100 595-2 343-2 252-0 42.9% 10-2 1.8% 97% False False 160,382
120 595-2 343-2 252-0 42.9% 9-4 1.6% 97% False False 142,235
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 615-6
2.618 606-2
1.618 600-4
1.000 597-0
0.618 594-6
HIGH 591-2
0.618 589-0
0.500 588-3
0.382 587-6
LOW 585-4
0.618 582-0
1.000 579-6
1.618 576-2
2.618 570-4
4.250 561-0
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 588-3 585-7
PP 588-1 584-0
S1 588-0 582-1

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

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