CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 595-0 598-4 3-4 0.6% 578-0
High 601-0 600-0 -1-0 -0.2% 591-0
Low 595-0 597-6 2-6 0.5% 570-0
Close 601-0 599-0 -2-0 -0.3% 588-0
Range 6-0 2-2 -3-6 -62.5% 21-0
ATR 12-7 12-1 -0-5 -5.3% 0-0
Volume 23,859 24,692 833 3.5% 153,953
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 605-5 604-5 600-2
R3 603-3 602-3 599-5
R2 601-1 601-1 599-3
R1 600-1 600-1 599-2 600-5
PP 598-7 598-7 598-7 599-2
S1 597-7 597-7 598-6 598-3
S2 596-5 596-5 598-5
S3 594-3 595-5 598-3
S4 592-1 593-3 597-6
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 646-0 638-0 599-4
R3 625-0 617-0 593-6
R2 604-0 604-0 591-7
R1 596-0 596-0 589-7 600-0
PP 583-0 583-0 583-0 585-0
S1 575-0 575-0 586-1 579-0
S2 562-0 562-0 584-1
S3 541-0 554-0 582-2
S4 520-0 533-0 576-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 601-0 570-0 31-0 5.2% 7-7 1.3% 94% False False 24,844
10 601-0 567-0 34-0 5.7% 8-4 1.4% 94% False False 29,734
20 601-0 534-6 66-2 11.1% 8-7 1.5% 97% False False 32,235
40 625-0 534-6 90-2 15.1% 9-7 1.6% 71% False False 33,511
60 625-0 479-0 146-0 24.4% 10-3 1.7% 82% False False 32,608
80 625-0 444-4 180-4 30.1% 9-2 1.5% 86% False False 29,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 609-4
2.618 605-7
1.618 603-5
1.000 602-2
0.618 601-3
HIGH 600-0
0.618 599-1
0.500 598-7
0.382 598-5
LOW 597-6
0.618 596-3
1.000 595-4
1.618 594-1
2.618 591-7
4.250 588-2
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 599-0 596-4
PP 598-7 594-0
S1 598-7 591-4

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

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