CME Pit-Traded Corn Future May 2011


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 564-0 563-2 -0-6 -0.1% 605-6
High 583-2 563-2 -20-0 -3.4% 621-0
Low 564-0 545-4 -18-4 -3.3% 555-2
Close 575-4 546-0 -29-4 -5.1% 555-2
Range 19-2 17-6 -1-4 -7.8% 65-6
ATR 15-0 16-1 1-1 7.1% 0-0
Volume 25,818 20,647 -5,171 -20.0% 137,718
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 604-7 593-1 555-6
R3 587-1 575-3 550-7
R2 569-3 569-3 549-2
R1 557-5 557-5 547-5 554-5
PP 551-5 551-5 551-5 550-0
S1 539-7 539-7 544-3 536-7
S2 533-7 533-7 542-6
S3 516-1 522-1 541-1
S4 498-3 504-3 536-2
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 774-3 730-5 591-3
R3 708-5 664-7 573-3
R2 642-7 642-7 567-2
R1 599-1 599-1 561-2 588-1
PP 577-1 577-1 577-1 571-6
S1 533-3 533-3 549-2 522-3
S2 511-3 511-3 543-2
S3 445-5 467-5 537-1
S4 379-7 401-7 519-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593-0 545-4 47-4 8.7% 15-0 2.7% 1% False True 27,836
10 621-0 545-4 75-4 13.8% 12-7 2.4% 1% False True 23,283
20 621-0 545-4 75-4 13.8% 11-7 2.2% 1% False True 19,963
40 621-0 474-4 146-4 26.8% 11-6 2.1% 49% False False 18,363
60 621-0 438-0 183-0 33.5% 10-1 1.8% 59% False False 15,733
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 638-6
2.618 609-6
1.618 592-0
1.000 581-0
0.618 574-2
HIGH 563-2
0.618 556-4
0.500 554-3
0.382 552-2
LOW 545-4
0.618 534-4
1.000 527-6
1.618 516-6
2.618 499-0
4.250 470-0
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 554-3 564-3
PP 551-5 558-2
S1 548-6 552-1

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

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