CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 557-4 562-2 4-6 0.9% 537-0
High 561-6 562-2 0-4 0.1% 562-2
Low 557-4 562-0 4-4 0.8% 530-6
Close 561-4 560-6 -0-6 -0.1% 560-6
Range 4-2 0-2 -4-0 -94.1% 31-4
ATR 15-5 14-4 -1-0 -6.8% 0-0
Volume 20,088 25,153 5,065 25.2% 92,582
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 562-3 561-7 560-7
R3 562-1 561-5 560-7
R2 561-7 561-7 560-6
R1 561-3 561-3 560-6 561-4
PP 561-5 561-5 561-5 561-6
S1 561-1 561-1 560-6 561-2
S2 561-3 561-3 560-6
S3 561-1 560-7 560-5
S4 560-7 560-5 560-5
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 645-6 634-6 578-1
R3 614-2 603-2 569-3
R2 582-6 582-6 566-4
R1 571-6 571-6 563-5 577-2
PP 551-2 551-2 551-2 554-0
S1 540-2 540-2 557-7 545-6
S2 519-6 519-6 555-0
S3 488-2 508-6 552-1
S4 456-6 477-2 543-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562-2 530-6 31-4 5.6% 9-4 1.7% 95% True False 21,792
10 583-2 530-6 52-4 9.4% 12-1 2.2% 57% False False 23,805
20 621-0 530-6 90-2 16.1% 10-7 1.9% 33% False False 21,893
40 621-0 474-4 146-4 26.1% 11-3 2.0% 59% False False 19,997
60 621-0 464-0 157-0 28.0% 10-5 1.9% 62% False False 17,923
80 621-0 428-2 192-6 34.4% 9-4 1.7% 69% False False 14,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 1-0
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 563-2
2.618 562-7
1.618 562-5
1.000 562-4
0.618 562-3
HIGH 562-2
0.618 562-1
0.500 562-1
0.382 562-1
LOW 562-0
0.618 561-7
1.000 561-6
1.618 561-5
2.618 561-3
4.250 561-0
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 562-1 556-0
PP 561-5 551-2
S1 561-2 546-4

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

View Archives - Comment on this page... - Back to Index of Symbols