CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 593-2 596-2 3-0 0.5% 574-6
High 595-0 601-4 6-4 1.1% 586-0
Low 593-0 590-2 -2-6 -0.5% 565-2
Close 595-0 592-2 -2-6 -0.5% 583-0
Range 2-0 11-2 9-2 462.5% 20-6
ATR 12-4 12-4 -0-1 -0.7% 0-0
Volume 24,732 17,313 -7,419 -30.0% 146,395
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 628-3 621-5 598-4
R3 617-1 610-3 595-3
R2 605-7 605-7 594-2
R1 599-1 599-1 593-2 596-7
PP 594-5 594-5 594-5 593-4
S1 587-7 587-7 591-2 585-5
S2 583-3 583-3 590-2
S3 572-1 576-5 589-1
S4 560-7 565-3 586-0
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
5 601-4 576-0 25-4 4.3% 7-0 1.2% 64% True False 25,059
10 601-4 564-0 37-4 6.3% 9-1 1.5% 75% True False 26,702
20 601-4 530-6 70-6 11.9% 8-7 1.5% 87% True False 23,632
40 621-0 530-6 90-2 15.2% 10-3 1.7% 68% False False 21,798
60 621-0 474-4 146-4 24.7% 10-6 1.8% 80% False False 20,119
80 621-0 438-0 183-0 30.9% 9-6 1.7% 84% False False 17,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 649-2
2.618 631-0
1.618 619-6
1.000 612-6
0.618 608-4
HIGH 601-4
0.618 597-2
0.500 595-7
0.382 594-4
LOW 590-2
0.618 583-2
1.000 579-0
1.618 572-0
2.618 560-6
4.250 542-4
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 595-7 595-6
PP 594-5 594-5
S1 593-4 593-3

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

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