CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 537-0 531-0 -6-0 -1.1% 564-0
High 538-2 553-0 14-6 2.7% 583-2
Low 537-0 530-6 -6-2 -1.2% 541-0
Close 537-2 550-6 13-4 2.5% 542-0
Range 1-2 22-2 21-0 1,680.0% 42-2
ATR 15-4 16-0 0-4 3.1% 0-0
Volume 30,204 17,137 -13,067 -43.3% 118,097
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 611-5 603-3 563-0
R3 589-3 581-1 556-7
R2 567-1 567-1 554-7
R1 558-7 558-7 552-6 563-0
PP 544-7 544-7 544-7 546-7
S1 536-5 536-5 548-6 540-6
S2 522-5 522-5 546-5
S3 500-3 514-3 544-5
S4 478-1 492-1 538-4
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
5 565-0 530-6 34-2 6.2% 11-6 2.1% 58% False True 23,794
10 593-0 530-6 62-2 11.3% 13-3 2.4% 32% False True 25,815
20 621-0 530-6 90-2 16.4% 11-6 2.1% 22% False True 20,983
40 621-0 474-4 146-4 26.6% 12-1 2.2% 52% False False 19,387
60 621-0 459-2 161-6 29.4% 10-5 1.9% 57% False False 17,352
80 621-0 421-0 200-0 36.3% 9-5 1.7% 65% False False 14,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 647-4
2.618 611-2
1.618 589-0
1.000 575-2
0.618 566-6
HIGH 553-0
0.618 544-4
0.500 541-7
0.382 539-2
LOW 530-6
0.618 517-0
1.000 508-4
1.618 494-6
2.618 472-4
4.250 436-2
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 547-6 549-0
PP 544-7 547-2
S1 541-7 545-4

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

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