CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 561-6 562-4 0-6 0.1% 547-0
High 565-4 566-0 0-4 0.1% 566-0
Low 560-0 562-4 2-4 0.4% 534-6
Close 565-0 564-2 -0-6 -0.1% 564-2
Range 5-4 3-4 -2-0 -36.4% 31-2
ATR 15-4 14-5 -0-7 -5.5% 0-0
Volume 32,140 34,776 2,636 8.2% 149,286
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 574-6 573-0 566-1
R3 571-2 569-4 565-2
R2 567-6 567-6 564-7
R1 566-0 566-0 564-5 566-7
PP 564-2 564-2 564-2 564-6
S1 562-4 562-4 563-7 563-3
S2 560-6 560-6 563-5
S3 557-2 559-0 563-2
S4 553-6 555-4 562-3
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 648-6 637-6 581-4
R3 617-4 606-4 572-7
R2 586-2 586-2 570-0
R1 575-2 575-2 567-1 580-6
PP 555-0 555-0 555-0 557-6
S1 544-0 544-0 561-3 549-4
S2 523-6 523-6 558-4
S3 492-4 512-6 555-5
S4 461-2 481-4 547-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 566-0 534-6 31-2 5.5% 11-3 2.0% 94% True False 36,951
10 586-0 534-6 51-2 9.1% 12-6 2.3% 58% False False 40,265
20 625-0 534-6 90-2 16.0% 10-6 1.9% 33% False False 38,312
40 625-0 479-0 146-0 25.9% 11-1 2.0% 58% False False 36,173
60 625-0 470-0 155-0 27.5% 10-2 1.8% 61% False False 32,667
80 625-0 436-0 189-0 33.5% 9-4 1.7% 68% False False 28,241
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 0-5
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 580-7
2.618 575-1
1.618 571-5
1.000 569-4
0.618 568-1
HIGH 566-0
0.618 564-5
0.500 564-2
0.382 563-7
LOW 562-4
0.618 560-3
1.000 559-0
1.618 556-7
2.618 553-3
4.250 547-5
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 564-2 559-5
PP 564-2 555-0
S1 564-2 550-3

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

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