CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 544-6 544-0 -0-6 -0.1% 586-0
High 566-0 544-4 -21-4 -3.8% 603-4
Low 544-4 525-4 -19-0 -3.5% 534-0
Close 555-4 526-4 -29-0 -5.2% 534-0
Range 21-4 19-0 -2-4 -11.6% 69-4
ATR 16-6 17-6 1-0 5.6% 0-0
Volume 206,708 255,211 48,503 23.5% 1,259,047
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 589-1 576-7 537-0
R3 570-1 557-7 531-6
R2 551-1 551-1 530-0
R1 538-7 538-7 528-2 535-4
PP 532-1 532-1 532-1 530-4
S1 519-7 519-7 524-6 516-4
S2 513-1 513-1 523-0
S3 494-1 500-7 521-2
S4 475-1 481-7 516-0
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
5 572-6 525-4 47-2 9.0% 16-4 3.1% 2% False True 239,166
10 603-4 525-4 78-0 14.8% 14-5 2.8% 1% False True 227,103
20 603-4 525-4 78-0 14.8% 13-3 2.5% 1% False True 197,601
40 603-4 456-0 147-4 28.0% 13-4 2.6% 48% False False 200,916
60 603-4 415-4 188-0 35.7% 12-1 2.3% 59% False False 194,597
80 603-4 376-4 227-0 43.1% 11-6 2.2% 66% False False 185,705
100 603-4 343-2 260-2 49.4% 11-0 2.1% 70% False False 172,442
120 603-4 343-2 260-2 49.4% 10-2 1.9% 70% False False 154,059
Crabel Price Patterns
NR True
NR4 False
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 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 625-2
2.618 594-2
1.618 575-2
1.000 563-4
0.618 556-2
HIGH 544-4
0.618 537-2
0.500 535-0
0.382 532-6
LOW 525-4
0.618 513-6
1.000 506-4
1.618 494-6
2.618 475-6
4.250 444-6
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 535-0 545-6
PP 532-1 539-3
S1 529-3 532-7

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

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