CME Pit-Traded Corn Future July 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 598-4 600-0 1-4 0.3% 578-0
High 600-0 605-6 5-6 1.0% 591-0
Low 597-6 594-2 -3-4 -0.6% 570-0
Close 599-0 596-0 -3-0 -0.5% 588-0
Range 2-2 11-4 9-2 411.1% 21-0
ATR 12-1 12-1 0-0 -0.4% 0-0
Volume 24,692 19,228 -5,464 -22.1% 153,953
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 633-1 626-1 602-3
R3 621-5 614-5 599-1
R2 610-1 610-1 598-1
R1 603-1 603-1 597-0 600-7
PP 598-5 598-5 598-5 597-4
S1 591-5 591-5 595-0 589-3
S2 587-1 587-1 593-7
S3 575-5 580-1 592-7
S4 564-1 568-5 589-5
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
5 605-6 582-0 23-6 4.0% 6-6 1.1% 59% True False 23,040
10 605-6 568-4 37-2 6.3% 8-4 1.4% 74% True False 29,403
20 605-6 534-6 71-0 11.9% 8-4 1.4% 86% True False 31,284
40 625-0 534-6 90-2 15.1% 9-7 1.7% 68% False False 33,620
60 625-0 479-0 146-0 24.5% 10-3 1.7% 80% False False 32,518
80 625-0 444-4 180-4 30.3% 9-3 1.6% 84% False False 29,996
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 0-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 654-5
2.618 635-7
1.618 624-3
1.000 617-2
0.618 612-7
HIGH 605-6
0.618 601-3
0.500 600-0
0.382 598-5
LOW 594-2
0.618 587-1
1.000 582-6
1.618 575-5
2.618 564-1
4.250 545-3
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 600-0 600-0
PP 598-5 598-5
S1 597-3 597-3

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

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