CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 607-0 612-6 5-6 0.9% 600-0
High 614-4 618-6 4-2 0.7% 614-4
Low 607-0 612-6 5-6 0.9% 597-4
Close 614-0 615-2 1-2 0.2% 614-0
Range 7-4 6-0 -1-4 -20.0% 17-0
ATR 11-5 11-2 -0-3 -3.5% 0-0
Volume 80,568 61,651 -18,917 -23.5% 350,603
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 633-5 630-3 618-4
R3 627-5 624-3 616-7
R2 621-5 621-5 616-3
R1 618-3 618-3 615-6 620-0
PP 615-5 615-5 615-5 616-3
S1 612-3 612-3 614-6 614-0
S2 609-5 609-5 614-1
S3 603-5 606-3 613-5
S4 597-5 600-3 612-0
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 659-5 653-7 623-3
R3 642-5 636-7 618-5
R2 625-5 625-5 617-1
R1 619-7 619-7 615-4 622-6
PP 608-5 608-5 608-5 610-1
S1 602-7 602-7 612-4 605-6
S2 591-5 591-5 610-7
S3 574-5 585-7 609-3
S4 557-5 568-7 604-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 618-6 597-4 21-2 3.5% 6-2 1.0% 84% True False 82,450
10 618-6 579-4 39-2 6.4% 7-6 1.3% 91% True False 97,452
20 618-6 543-4 75-2 12.2% 9-4 1.5% 95% True False 120,869
40 618-6 520-6 98-0 15.9% 11-1 1.8% 96% True False 122,441
60 618-6 468-0 150-6 24.5% 11-4 1.9% 98% True False 104,928
80 618-6 456-6 162-0 26.3% 11-3 1.8% 98% True False 92,858
100 618-6 420-0 198-6 32.3% 10-6 1.8% 98% True False 79,931
120 618-6 390-4 228-2 37.1% 10-1 1.6% 98% True False 69,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644-2
2.618 634-4
1.618 628-4
1.000 624-6
0.618 622-4
HIGH 618-6
0.618 616-4
0.500 615-6
0.382 615-0
LOW 612-6
0.618 609-0
1.000 606-6
1.618 603-0
2.618 597-0
4.250 587-2
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 615-6 614-0
PP 615-5 612-6
S1 615-3 611-4

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

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