CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 556-0 538-0 -18-0 -3.2% 600-2
High 557-2 548-0 -9-2 -1.7% 617-4
Low 539-0 538-0 -1-0 -0.2% 548-0
Close 540-0 539-2 -0-6 -0.1% 548-0
Range 18-2 10-0 -8-2 -45.2% 69-4
ATR 17-0 16-4 -0-4 -2.9% 0-0
Volume 143,608 165,020 21,412 14.9% 649,736
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 571-6 565-4 544-6
R3 561-6 555-4 542-0
R2 551-6 551-6 541-1
R1 545-4 545-4 540-1 548-5
PP 541-6 541-6 541-6 543-2
S1 535-4 535-4 538-3 538-5
S2 531-6 531-6 537-3
S3 521-6 525-4 536-4
S4 511-6 515-4 533-6
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779-5 733-3 586-2
R3 710-1 663-7 567-1
R2 640-5 640-5 560-6
R1 594-3 594-3 554-3 582-6
PP 571-1 571-1 571-1 565-3
S1 524-7 524-7 541-5 513-2
S2 501-5 501-5 535-2
S3 432-1 455-3 528-7
S4 362-5 385-7 509-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 583-4 538-0 45-4 8.4% 16-3 3.0% 3% False True 150,837
10 617-4 538-0 79-4 14.7% 13-7 2.6% 2% False True 127,911
20 617-4 538-0 79-4 14.7% 12-3 2.3% 2% False True 96,905
40 617-4 468-0 149-4 27.7% 12-6 2.4% 48% False False 81,359
60 617-4 431-4 186-0 34.5% 11-2 2.1% 58% False False 71,436
80 617-4 396-6 220-6 40.9% 10-7 2.0% 65% False False 59,823
100 617-4 356-6 260-6 48.4% 10-0 1.8% 70% False False 50,354
120 617-4 356-6 260-6 48.4% 8-7 1.7% 70% False False 42,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 590-4
2.618 574-1
1.618 564-1
1.000 558-0
0.618 554-1
HIGH 548-0
0.618 544-1
0.500 543-0
0.382 541-7
LOW 538-0
0.618 531-7
1.000 528-0
1.618 521-7
2.618 511-7
4.250 495-4
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 543-0 558-4
PP 541-6 552-1
S1 540-4 545-5

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

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