CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 548-6 567-0 18-2 3.3% 609-4
High 558-4 567-4 9-0 1.6% 625-0
Low 548-6 562-0 13-2 2.4% 558-6
Close 550-0 565-6 15-6 2.9% 558-6
Range 9-6 5-4 -4-2 -43.6% 66-2
ATR 15-2 15-3 0-1 1.1% 0-0
Volume 45,839 44,053 -1,786 -3.9% 238,851
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 581-5 579-1 568-6
R3 576-1 573-5 567-2
R2 570-5 570-5 566-6
R1 568-1 568-1 566-2 566-5
PP 565-1 565-1 565-1 564-2
S1 562-5 562-5 565-2 561-1
S2 559-5 559-5 564-6
S3 554-1 557-1 564-2
S4 548-5 551-5 562-6
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
5 586-0 548-6 37-2 6.6% 14-0 2.5% 46% False False 43,580
10 625-0 548-6 76-2 13.5% 12-0 2.1% 22% False False 44,164
20 625-0 548-6 76-2 13.5% 10-4 1.9% 22% False False 36,305
40 625-0 479-0 146-0 25.8% 11-2 2.0% 59% False False 34,081
60 625-0 454-6 170-2 30.1% 9-6 1.7% 65% False False 30,564
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 0-3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 590-7
2.618 581-7
1.618 576-3
1.000 573-0
0.618 570-7
HIGH 567-4
0.618 565-3
0.500 564-6
0.382 564-1
LOW 562-0
0.618 558-5
1.000 556-4
1.618 553-1
2.618 547-5
4.250 538-5
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 565-3 563-2
PP 565-1 560-5
S1 564-6 558-1

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

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