CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 561-2 559-2 -2-0 -0.4% 537-0
High 562-4 559-2 -3-2 -0.6% 562-2
Low 560-0 551-2 -8-6 -1.6% 530-6
Close 561-2 551-4 -9-6 -1.7% 560-6
Range 2-4 8-0 5-4 220.0% 31-4
ATR 13-5 13-3 -0-2 -1.9% 0-0
Volume 7,840 17,444 9,604 122.5% 92,582
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 578-0 572-6 555-7
R3 570-0 564-6 553-6
R2 562-0 562-0 553-0
R1 556-6 556-6 552-2 555-3
PP 554-0 554-0 554-0 553-2
S1 548-6 548-6 550-6 547-3
S2 546-0 546-0 550-0
S3 538-0 540-6 549-2
S4 530-0 532-6 547-1
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
5 562-4 530-6 31-6 5.8% 7-4 1.4% 65% False False 17,532
10 565-0 530-6 34-2 6.2% 9-1 1.7% 61% False False 21,014
20 621-0 530-6 90-2 16.4% 10-4 1.9% 23% False False 21,790
40 621-0 497-0 124-0 22.5% 10-6 2.0% 44% False False 19,711
60 621-0 474-4 146-4 26.6% 10-4 1.9% 53% False False 18,109
80 621-0 428-2 192-6 35.0% 9-3 1.7% 64% False False 15,031
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 593-2
2.618 580-2
1.618 572-2
1.000 567-2
0.618 564-2
HIGH 559-2
0.618 556-2
0.500 555-2
0.382 554-2
LOW 551-2
0.618 546-2
1.000 543-2
1.618 538-2
2.618 530-2
4.250 517-2
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 555-2 556-7
PP 554-0 555-1
S1 552-6 553-2

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

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