CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 577-4 567-2 -10-2 -1.8% 609-4
High 577-4 586-0 8-4 1.5% 625-0
Low 558-6 567-2 8-4 1.5% 558-6
Close 558-6 579-2 20-4 3.7% 558-6
Range 18-6 18-6 0-0 0.0% 66-2
ATR 13-5 14-5 1-0 7.2% 0-0
Volume 46,082 43,687 -2,395 -5.2% 238,851
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 633-6 625-2 589-4
R3 615-0 606-4 584-3
R2 596-2 596-2 582-6
R1 587-6 587-6 581-0 592-0
PP 577-4 577-4 577-4 579-5
S1 569-0 569-0 577-4 573-2
S2 558-6 558-6 575-6
S3 540-0 550-2 574-1
S4 521-2 531-4 569-0
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779-5 735-3 595-2
R3 713-3 669-1 577-0
R2 647-1 647-1 570-7
R1 602-7 602-7 564-7 591-7
PP 580-7 580-7 580-7 575-2
S1 536-5 536-5 552-5 525-5
S2 514-5 514-5 546-5
S3 448-3 470-3 540-4
S4 382-1 404-1 522-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 558-6 66-2 11.4% 15-7 2.7% 31% False False 50,313
10 625-0 558-6 66-2 11.4% 10-6 1.9% 31% False False 40,582
20 625-0 558-6 66-2 11.4% 10-6 1.9% 31% False False 34,787
40 625-0 479-0 146-0 25.2% 11-1 1.9% 69% False False 32,795
60 625-0 444-4 180-4 31.2% 9-3 1.6% 75% False False 29,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-7
Fibonacci Retracements and Extensions
4.250 665-6
2.618 635-1
1.618 616-3
1.000 604-6
0.618 597-5
HIGH 586-0
0.618 578-7
0.500 576-5
0.382 574-3
LOW 567-2
0.618 555-5
1.000 548-4
1.618 536-7
2.618 518-1
4.250 487-4
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 578-3 578-5
PP 577-4 577-7
S1 576-5 577-2

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

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