CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 569-4 553-0 -16-4 -2.9% 586-0
High 571-4 555-0 -16-4 -2.9% 603-4
Low 558-0 534-0 -24-0 -4.3% 534-0
Close 564-0 534-0 -30-0 -5.3% 534-0
Range 13-4 21-0 7-4 55.6% 69-4
ATR 14-4 15-5 1-1 7.7% 0-0
Volume 241,269 258,691 17,422 7.2% 1,259,047
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 604-0 590-0 545-4
R3 583-0 569-0 539-6
R2 562-0 562-0 537-7
R1 548-0 548-0 535-7 544-4
PP 541-0 541-0 541-0 539-2
S1 527-0 527-0 532-1 523-4
S2 520-0 520-0 530-1
S3 499-0 506-0 528-2
S4 478-0 485-0 522-4
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 765-5 719-3 572-2
R3 696-1 649-7 553-1
R2 626-5 626-5 546-6
R1 580-3 580-3 540-3 568-6
PP 557-1 557-1 557-1 551-3
S1 510-7 510-7 527-5 499-2
S2 487-5 487-5 521-2
S3 418-1 441-3 514-7
S4 348-5 371-7 495-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603-4 534-0 69-4 13.0% 16-2 3.0% 0% False True 251,809
10 603-4 534-0 69-4 13.0% 12-6 2.4% 0% False True 213,331
20 603-4 534-0 69-4 13.0% 12-4 2.3% 0% False True 192,881
40 603-4 456-0 147-4 27.6% 13-2 2.5% 53% False False 199,816
60 603-4 415-4 188-0 35.2% 11-6 2.2% 63% False False 192,245
80 603-4 375-6 227-6 42.6% 11-4 2.1% 69% False False 182,863
100 603-4 343-2 260-2 48.7% 10-6 2.0% 73% False False 169,386
120 603-4 343-2 260-2 48.7% 9-7 1.9% 73% False False 150,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 644-2
2.618 610-0
1.618 589-0
1.000 576-0
0.618 568-0
HIGH 555-0
0.618 547-0
0.500 544-4
0.382 542-0
LOW 534-0
0.618 521-0
1.000 513-0
1.618 500-0
2.618 479-0
4.250 444-6
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 544-4 553-3
PP 541-0 546-7
S1 537-4 540-4

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

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