CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 578-0 586-2 8-2 1.4% 564-4
High 580-2 586-4 6-2 1.1% 583-0
Low 577-6 571-4 -6-2 -1.1% 555-4
Close 580-6 574-2 -6-4 -1.1% 584-4
Range 2-4 15-0 12-4 500.0% 27-4
ATR 13-3 13-4 0-1 0.9% 0-0
Volume 51,661 26,620 -25,041 -48.5% 129,318
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 622-3 613-3 582-4
R3 607-3 598-3 578-3
R2 592-3 592-3 577-0
R1 583-3 583-3 575-5 580-3
PP 577-3 577-3 577-3 576-0
S1 568-3 568-3 572-7 565-3
S2 562-3 562-3 571-4
S3 547-3 553-3 570-1
S4 532-3 538-3 566-0
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 656-7 648-1 599-5
R3 629-3 620-5 592-0
R2 601-7 601-7 589-4
R1 593-1 593-1 587-0 597-4
PP 574-3 574-3 574-3 576-4
S1 565-5 565-5 582-0 570-0
S2 546-7 546-7 579-4
S3 519-3 538-1 577-0
S4 491-7 510-5 569-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 586-4 567-0 19-4 3.4% 9-0 1.6% 37% True False 34,624
10 586-4 534-6 51-6 9.0% 8-0 1.4% 76% True False 31,549
20 625-0 534-6 90-2 15.7% 10-7 1.9% 44% False False 38,602
40 625-0 534-6 90-2 15.7% 10-4 1.8% 44% False False 35,318
60 625-0 479-0 146-0 25.4% 10-3 1.8% 65% False False 32,927
80 625-0 444-4 180-4 31.4% 9-2 1.6% 72% False False 29,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 650-2
2.618 625-6
1.618 610-6
1.000 601-4
0.618 595-6
HIGH 586-4
0.618 580-6
0.500 579-0
0.382 577-2
LOW 571-4
0.618 562-2
1.000 556-4
1.618 547-2
2.618 532-2
4.250 507-6
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 579-0 579-0
PP 577-3 577-3
S1 575-7 575-7

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

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