CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 578-0 590-4 12-4 2.2% 574-6
High 583-2 597-4 14-2 2.4% 586-0
Low 576-0 590-0 14-0 2.4% 565-2
Close 583-0 597-0 14-0 2.4% 583-0
Range 7-2 7-4 0-2 3.4% 20-6
ATR 13-1 13-2 0-1 0.8% 0-0
Volume 32,504 22,145 -10,359 -31.9% 146,395
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 617-3 614-5 601-1
R3 609-7 607-1 599-0
R2 602-3 602-3 598-3
R1 599-5 599-5 597-6 601-0
PP 594-7 594-7 594-7 595-4
S1 592-1 592-1 596-2 593-4
S2 587-3 587-3 595-5
S3 579-7 584-5 595-0
S4 572-3 577-1 592-7
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 640-3 632-3 594-3
R3 619-5 611-5 588-6
R2 598-7 598-7 586-6
R1 590-7 590-7 584-7 594-7
PP 578-1 578-1 578-1 580-0
S1 570-1 570-1 581-1 574-1
S2 557-3 557-3 579-2
S3 536-5 549-3 577-2
S4 515-7 528-5 571-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 597-4 565-2 32-2 5.4% 10-6 1.8% 98% True False 27,029
10 597-4 551-2 46-2 7.7% 9-7 1.6% 99% True False 25,855
20 597-4 530-6 66-6 11.2% 10-0 1.7% 99% True False 23,853
40 621-0 530-6 90-2 15.1% 10-4 1.8% 73% False False 21,342
60 621-0 474-4 146-4 24.5% 11-0 1.8% 84% False False 20,001
80 621-0 438-0 183-0 30.7% 9-6 1.6% 87% False False 17,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 629-3
2.618 617-1
1.618 609-5
1.000 605-0
0.618 602-1
HIGH 597-4
0.618 594-5
0.500 593-6
0.382 592-7
LOW 590-0
0.618 585-3
1.000 582-4
1.618 577-7
2.618 570-3
4.250 558-1
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 595-7 593-5
PP 594-7 590-1
S1 593-6 586-6

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

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