CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 563-4 567-4 4-0 0.7% 553-2
High 573-4 569-2 -4-2 -0.7% 573-4
Low 561-0 562-6 1-6 0.3% 543-4
Close 573-4 568-0 -5-4 -1.0% 573-4
Range 12-4 6-4 -6-0 -48.0% 30-0
ATR 15-3 15-0 -0-3 -2.1% 0-0
Volume 161,989 123,953 -38,036 -23.5% 781,230
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 586-1 583-5 571-5
R3 579-5 577-1 569-6
R2 573-1 573-1 569-2
R1 570-5 570-5 568-5 571-7
PP 566-5 566-5 566-5 567-2
S1 564-1 564-1 567-3 565-3
S2 560-1 560-1 566-6
S3 553-5 557-5 566-2
S4 547-1 551-1 564-3
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 653-4 643-4 590-0
R3 623-4 613-4 581-6
R2 593-4 593-4 579-0
R1 583-4 583-4 576-2 588-4
PP 563-4 563-4 563-4 566-0
S1 553-4 553-4 570-6 558-4
S2 533-4 533-4 568-0
S3 503-4 523-4 565-2
S4 473-4 493-4 557-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573-4 543-4 30-0 5.3% 10-6 1.9% 82% False False 165,461
10 573-4 520-6 52-6 9.3% 10-4 1.8% 90% False False 150,809
20 617-4 520-6 96-6 17.0% 13-0 2.3% 49% False False 146,680
40 617-4 520-6 96-6 17.0% 12-4 2.2% 49% False False 108,907
60 617-4 468-0 149-4 26.3% 12-0 2.1% 67% False False 93,037
80 617-4 429-4 188-0 33.1% 11-0 1.9% 74% False False 78,991
100 617-4 390-4 227-0 40.0% 10-4 1.8% 78% False False 67,185
120 617-4 356-6 260-6 45.9% 9-6 1.7% 81% False False 57,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 596-7
2.618 586-2
1.618 579-6
1.000 575-6
0.618 573-2
HIGH 569-2
0.618 566-6
0.500 566-0
0.382 565-2
LOW 562-6
0.618 558-6
1.000 556-2
1.618 552-2
2.618 545-6
4.250 535-1
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 567-3 566-6
PP 566-5 565-5
S1 566-0 564-3

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

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