CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 589-0 585-4 -3-4 -0.6% 567-4
High 594-2 589-4 -4-6 -0.8% 578-2
Low 580-4 582-4 2-0 0.3% 556-0
Close 584-2 587-4 3-2 0.6% 574-2
Range 13-6 7-0 -6-6 -49.1% 22-2
ATR 13-7 13-3 -0-4 -3.5% 0-0
Volume 127,131 85,629 -41,502 -32.6% 661,638
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 607-4 604-4 591-3
R3 600-4 597-4 589-3
R2 593-4 593-4 588-6
R1 590-4 590-4 588-1 592-0
PP 586-4 586-4 586-4 587-2
S1 583-4 583-4 586-7 585-0
S2 579-4 579-4 586-2
S3 572-4 576-4 585-5
S4 565-4 569-4 583-5
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 636-2 627-4 586-4
R3 614-0 605-2 580-3
R2 591-6 591-6 578-3
R1 583-0 583-0 576-2 587-3
PP 569-4 569-4 569-4 571-6
S1 560-6 560-6 572-2 565-1
S2 547-2 547-2 570-1
S3 525-0 538-4 568-1
S4 502-6 516-2 562-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 594-2 567-4 26-6 4.6% 8-7 1.5% 75% False False 112,898
10 594-2 556-0 38-2 6.5% 10-7 1.8% 82% False False 127,090
20 594-2 520-6 73-4 12.5% 11-1 1.9% 91% False False 140,034
40 617-4 520-6 96-6 16.5% 11-6 2.0% 69% False False 118,469
60 617-4 468-0 149-4 25.4% 12-2 2.1% 80% False False 100,918
80 617-4 431-4 186-0 31.7% 11-2 1.9% 84% False False 88,586
100 617-4 396-6 220-6 37.6% 10-7 1.9% 86% False False 75,865
120 617-4 356-6 260-6 44.4% 10-1 1.7% 88% False False 65,301
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 619-2
2.618 607-7
1.618 600-7
1.000 596-4
0.618 593-7
HIGH 589-4
0.618 586-7
0.500 586-0
0.382 585-1
LOW 582-4
0.618 578-1
1.000 575-4
1.618 571-1
2.618 564-1
4.250 552-6
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 587-0 587-4
PP 586-4 587-3
S1 586-0 587-3

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

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