CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 566-6 548-6 -18-0 -3.2% 609-4
High 566-6 558-4 -8-2 -1.5% 625-0
Low 549-2 548-6 -0-4 -0.1% 558-6
Close 549-2 550-0 0-6 0.1% 558-6
Range 17-4 9-6 -7-6 -44.3% 66-2
ATR 15-5 15-2 -0-3 -2.7% 0-0
Volume 38,239 45,839 7,600 19.9% 238,851
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 581-5 575-5 555-3
R3 571-7 565-7 552-5
R2 562-1 562-1 551-6
R1 556-1 556-1 550-7 559-1
PP 552-3 552-3 552-3 554-0
S1 546-3 546-3 549-1 549-3
S2 542-5 542-5 548-2
S3 532-7 536-5 547-3
S4 523-1 526-7 544-5
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
5 595-6 548-6 47-0 8.5% 14-7 2.7% 3% False True 45,334
10 625-0 548-6 76-2 13.9% 11-7 2.2% 2% False True 43,094
20 625-0 548-6 76-2 13.9% 10-6 2.0% 2% False True 36,545
40 625-0 479-0 146-0 26.5% 11-2 2.0% 49% False False 33,704
60 625-0 444-4 180-4 32.8% 9-5 1.8% 58% False False 30,173
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 600-0
2.618 584-0
1.618 574-2
1.000 568-2
0.618 564-4
HIGH 558-4
0.618 554-6
0.500 553-5
0.382 552-4
LOW 548-6
0.618 542-6
1.000 539-0
1.618 533-0
2.618 523-2
4.250 507-2
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 553-5 567-3
PP 552-3 561-5
S1 551-2 555-6

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

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