CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 600-0 614-4 14-4 2.4% 593-4
High 602-4 617-0 14-4 2.4% 606-2
Low 593-4 612-6 19-2 3.2% 585-6
Close 604-2 613-4 9-2 1.5% 603-6
Range 9-0 4-2 -4-6 -52.8% 20-4
ATR 12-6 12-6 0-0 0.0% 0-0
Volume 29,784 33,355 3,571 12.0% 143,525
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 627-1 624-5 615-7
R3 622-7 620-3 614-5
R2 618-5 618-5 614-2
R1 616-1 616-1 613-7 615-2
PP 614-3 614-3 614-3 614-0
S1 611-7 611-7 613-1 611-0
S2 610-1 610-1 612-6
S3 605-7 607-5 612-3
S4 601-5 603-3 611-1
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 660-1 652-3 615-0
R3 639-5 631-7 609-3
R2 619-1 619-1 607-4
R1 611-3 611-3 605-5 615-2
PP 598-5 598-5 598-5 600-4
S1 590-7 590-7 601-7 594-6
S2 578-1 578-1 600-0
S3 557-5 570-3 598-1
S4 537-1 549-7 592-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617-0 593-4 23-4 3.8% 7-5 1.2% 85% True False 27,970
10 617-0 581-0 36-0 5.9% 9-0 1.5% 90% True False 28,446
20 617-0 545-2 71-6 11.7% 10-3 1.7% 95% True False 32,673
40 617-0 479-0 138-0 22.5% 10-2 1.7% 97% True False 30,052
60 617-0 443-0 174-0 28.4% 8-6 1.4% 98% True False 25,839
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 635-0
2.618 628-1
1.618 623-7
1.000 621-2
0.618 619-5
HIGH 617-0
0.618 615-3
0.500 614-7
0.382 614-3
LOW 612-6
0.618 610-1
1.000 608-4
1.618 605-7
2.618 601-5
4.250 594-6
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 614-7 610-6
PP 614-3 608-0
S1 614-0 605-2

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

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