CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 555-4 567-0 11-4 2.1% 547-0
High 555-4 578-4 23-0 4.1% 566-0
Low 555-4 567-0 11-4 2.1% 534-6
Close 555-4 578-2 22-6 4.1% 564-2
Range 0-0 11-4 11-4 31-2
ATR 13-4 14-1 0-5 5.0% 0-0
Volume 23,423 22,533 -890 -3.8% 149,286
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 609-1 605-1 584-5
R3 597-5 593-5 581-3
R2 586-1 586-1 580-3
R1 582-1 582-1 579-2 584-1
PP 574-5 574-5 574-5 575-4
S1 570-5 570-5 577-2 572-5
S2 563-1 563-1 576-1
S3 551-5 559-1 575-1
S4 540-1 547-5 571-7
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
5 578-4 555-4 23-0 4.0% 4-6 0.8% 99% True False 24,785
10 578-4 534-6 43-6 7.6% 8-5 1.5% 99% True False 33,166
20 625-0 534-6 90-2 15.6% 10-2 1.8% 48% False False 37,327
40 625-0 509-2 115-6 20.0% 10-2 1.8% 60% False False 34,710
60 625-0 479-0 146-0 25.2% 10-1 1.8% 68% False False 32,237
80 625-0 436-0 189-0 32.7% 9-1 1.6% 75% False False 28,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 627-3
2.618 608-5
1.618 597-1
1.000 590-0
0.618 585-5
HIGH 578-4
0.618 574-1
0.500 572-6
0.382 571-3
LOW 567-0
0.618 559-7
1.000 555-4
1.618 548-3
2.618 536-7
4.250 518-1
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 576-3 574-4
PP 574-5 570-6
S1 572-6 567-0

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

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