CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 567-0 557-0 -10-0 -1.8% 567-2
High 567-4 561-2 -6-2 -1.1% 586-0
Low 562-0 545-0 -17-0 -3.0% 545-0
Close 565-6 545-6 -20-0 -3.5% 545-6
Range 5-4 16-2 10-6 195.5% 41-0
ATR 15-3 15-6 0-3 2.5% 0-0
Volume 44,053 35,471 -8,582 -19.5% 207,289
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 599-3 588-7 554-6
R3 583-1 572-5 550-2
R2 566-7 566-7 548-6
R1 556-3 556-3 547-2 553-4
PP 550-5 550-5 550-5 549-2
S1 540-1 540-1 544-2 537-2
S2 534-3 534-3 542-6
S3 518-1 523-7 541-2
S4 501-7 507-5 536-6
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 681-7 654-7 568-2
R3 640-7 613-7 557-0
R2 599-7 599-7 553-2
R1 572-7 572-7 549-4 565-7
PP 558-7 558-7 558-7 555-4
S1 531-7 531-7 542-0 524-7
S2 517-7 517-7 538-2
S3 476-7 490-7 534-4
S4 435-7 449-7 523-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586-0 545-0 41-0 7.5% 13-4 2.5% 2% False True 41,457
10 625-0 545-0 80-0 14.7% 13-2 2.4% 1% False True 44,614
20 625-0 545-0 80-0 14.7% 10-7 2.0% 1% False True 36,504
40 625-0 479-0 146-0 26.8% 11-3 2.1% 46% False False 34,374
60 625-0 462-0 163-0 29.9% 9-7 1.8% 51% False False 31,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 630-2
2.618 603-6
1.618 587-4
1.000 577-4
0.618 571-2
HIGH 561-2
0.618 555-0
0.500 553-1
0.382 551-2
LOW 545-0
0.618 535-0
1.000 528-6
1.618 518-6
2.618 502-4
4.250 476-0
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 553-1 556-2
PP 550-5 552-6
S1 548-2 549-2

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

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