CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 614-4 608-6 -5-6 -0.9% 607-4
High 617-0 612-4 -4-4 -0.7% 617-0
Low 612-6 608-6 -4-0 -0.7% 593-4
Close 613-4 611-6 -1-6 -0.3% 611-6
Range 4-2 3-6 -0-4 -11.8% 23-4
ATR 12-6 12-1 -0-5 -4.5% 0-0
Volume 33,355 30,971 -2,384 -7.1% 140,422
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 622-2 620-6 613-6
R3 618-4 617-0 612-6
R2 614-6 614-6 612-4
R1 613-2 613-2 612-1 614-0
PP 611-0 611-0 611-0 611-3
S1 609-4 609-4 611-3 610-2
S2 607-2 607-2 611-0
S3 603-4 605-6 610-6
S4 599-6 602-0 609-6
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 677-7 668-3 624-5
R3 654-3 644-7 618-2
R2 630-7 630-7 616-0
R1 621-3 621-3 613-7 626-1
PP 607-3 607-3 607-3 609-6
S1 597-7 597-7 609-5 602-5
S2 583-7 583-7 607-4
S3 560-3 574-3 605-2
S4 536-7 550-7 598-7
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% 6-6 1.1% 78% False False 28,084
10 617-0 585-6 31-2 5.1% 8-4 1.4% 83% False False 28,394
20 617-0 565-0 52-0 8.5% 10-5 1.7% 90% False False 32,311
40 617-0 479-0 138-0 22.6% 10-1 1.6% 96% False False 30,085
60 617-0 444-4 172-4 28.2% 8-5 1.4% 97% False False 26,062
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 False
Stretch 0-6
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 628-4
2.618 622-3
1.618 618-5
1.000 616-2
0.618 614-7
HIGH 612-4
0.618 611-1
0.500 610-5
0.382 610-1
LOW 608-6
0.618 606-3
1.000 605-0
1.618 602-5
2.618 598-7
4.250 592-6
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 611-3 609-5
PP 611-0 607-3
S1 610-5 605-2

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

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