CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 545-0 564-0 19-0 3.5% 605-6
High 554-4 565-0 10-4 1.9% 621-0
Low 544-6 559-0 14-2 2.6% 555-2
Close 546-2 562-4 16-2 3.0% 555-2
Range 9-6 6-0 -3-6 -38.5% 65-6
ATR 15-5 15-7 0-2 1.4% 0-0
Volume 23,425 31,829 8,404 35.9% 137,718
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 580-1 577-3 565-6
R3 574-1 571-3 564-1
R2 568-1 568-1 563-5
R1 565-3 565-3 563-0 563-6
PP 562-1 562-1 562-1 561-3
S1 559-3 559-3 562-0 557-6
S2 556-1 556-1 561-3
S3 550-1 553-3 560-7
S4 544-1 547-3 559-2
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
5 583-2 544-6 38-4 6.8% 14-6 2.6% 46% False False 25,818
10 621-0 544-6 76-2 13.6% 12-5 2.2% 23% False False 25,961
20 621-0 544-6 76-2 13.6% 11-2 2.0% 23% False False 20,241
40 621-0 474-4 146-4 26.0% 12-0 2.1% 60% False False 18,998
60 621-0 441-0 180-0 32.0% 10-2 1.8% 68% False False 16,493
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 0-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 590-4
2.618 580-6
1.618 574-6
1.000 571-0
0.618 568-6
HIGH 565-0
0.618 562-6
0.500 562-0
0.382 561-2
LOW 559-0
0.618 555-2
1.000 553-0
1.618 549-2
2.618 543-2
4.250 533-4
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 562-3 560-0
PP 562-1 557-3
S1 562-0 554-7

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

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