CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 564-0 555-0 -9-0 -1.6% 564-0
High 565-0 560-2 -4-6 -0.8% 583-2
Low 559-0 541-0 -18-0 -3.2% 541-0
Close 562-4 542-0 -20-4 -3.6% 542-0
Range 6-0 19-2 13-2 220.8% 42-2
ATR 15-7 16-2 0-3 2.5% 0-0
Volume 31,829 16,378 -15,451 -48.5% 118,097
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 605-4 593-0 552-5
R3 586-2 573-6 547-2
R2 567-0 567-0 545-4
R1 554-4 554-4 543-6 551-1
PP 547-6 547-6 547-6 546-0
S1 535-2 535-2 540-2 531-7
S2 528-4 528-4 538-4
S3 509-2 516-0 536-6
S4 490-0 496-6 531-3
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 682-1 654-3 565-2
R3 639-7 612-1 553-5
R2 597-5 597-5 549-6
R1 569-7 569-7 545-7 562-5
PP 555-3 555-3 555-3 551-6
S1 527-5 527-5 538-1 520-3
S2 513-1 513-1 534-2
S3 470-7 485-3 530-3
S4 428-5 443-1 518-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 583-2 541-0 42-2 7.8% 14-3 2.7% 2% False True 23,619
10 621-0 541-0 80-0 14.8% 14-2 2.6% 1% False True 25,581
20 621-0 541-0 80-0 14.8% 11-5 2.1% 1% False True 20,263
40 621-0 474-4 146-4 27.0% 12-0 2.2% 46% False False 18,962
60 621-0 455-4 165-4 30.5% 10-3 1.9% 52% False False 16,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 642-0
2.618 610-5
1.618 591-3
1.000 579-4
0.618 572-1
HIGH 560-2
0.618 552-7
0.500 550-5
0.382 548-3
LOW 541-0
0.618 529-1
1.000 521-6
1.618 509-7
2.618 490-5
4.250 459-2
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 550-5 553-0
PP 547-6 549-3
S1 544-7 545-5

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

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