CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 562-4 564-4 2-0 0.4% 547-0
High 566-0 566-4 0-4 0.1% 566-0
Low 562-4 563-4 1-0 0.2% 534-6
Close 564-2 565-2 1-0 0.2% 564-2
Range 3-4 3-0 -0-4 -14.3% 31-2
ATR 14-5 13-6 -0-7 -5.7% 0-0
Volume 34,776 11,056 -23,720 -68.2% 149,286
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 574-1 572-5 566-7
R3 571-1 569-5 566-1
R2 568-1 568-1 565-6
R1 566-5 566-5 565-4 567-3
PP 565-1 565-1 565-1 565-4
S1 563-5 563-5 565-0 564-3
S2 562-1 562-1 564-6
S3 559-1 560-5 564-3
S4 556-1 557-5 563-5
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
5 566-4 534-6 31-6 5.6% 8-6 1.5% 96% True False 32,068
10 586-0 534-6 51-2 9.1% 11-1 2.0% 60% False False 36,763
20 625-0 534-6 90-2 16.0% 10-4 1.9% 34% False False 37,345
40 625-0 479-0 146-0 25.8% 10-5 1.9% 59% False False 35,518
60 625-0 473-0 152-0 26.9% 10-2 1.8% 61% False False 32,543
80 625-0 436-0 189-0 33.4% 9-2 1.6% 68% False False 28,193
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 579-2
2.618 574-3
1.618 571-3
1.000 569-4
0.618 568-3
HIGH 566-4
0.618 565-3
0.500 565-0
0.382 564-5
LOW 563-4
0.618 561-5
1.000 560-4
1.618 558-5
2.618 555-5
4.250 550-6
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 565-1 564-5
PP 565-1 563-7
S1 565-0 563-2

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

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