CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 547-0 534-6 -12-2 -2.2% 567-2
High 547-2 557-0 9-6 1.8% 586-0
Low 538-0 534-6 -3-2 -0.6% 545-0
Close 540-6 554-4 13-6 2.5% 545-6
Range 9-2 22-2 13-0 140.5% 41-0
ATR 15-3 15-7 0-4 3.2% 0-0
Volume 41,392 40,978 -414 -1.0% 207,289
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 615-4 607-2 566-6
R3 593-2 585-0 560-5
R2 571-0 571-0 558-5
R1 562-6 562-6 556-4 566-7
PP 548-6 548-6 548-6 550-6
S1 540-4 540-4 552-4 544-5
S2 526-4 526-4 550-3
S3 504-2 518-2 548-3
S4 482-0 496-0 542-2
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
5 567-4 534-6 32-6 5.9% 12-5 2.3% 60% False True 41,546
10 597-4 534-6 62-6 11.3% 13-3 2.4% 31% False True 46,155
20 625-0 534-6 90-2 16.3% 11-4 2.1% 22% False True 37,772
40 625-0 479-0 146-0 26.3% 11-5 2.1% 52% False False 35,416
60 625-0 463-4 161-4 29.1% 10-2 1.9% 56% False False 32,023
80 625-0 427-4 197-4 35.6% 9-4 1.7% 64% False False 27,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 651-4
2.618 615-2
1.618 593-0
1.000 579-2
0.618 570-6
HIGH 557-0
0.618 548-4
0.500 545-7
0.382 543-2
LOW 534-6
0.618 521-0
1.000 512-4
1.618 498-6
2.618 476-4
4.250 440-2
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 551-5 552-3
PP 548-6 550-1
S1 545-7 548-0

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

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