CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 600-0 596-4 -3-4 -0.6% 578-0
High 605-6 600-0 -5-6 -0.9% 591-0
Low 594-2 595-0 0-6 0.1% 570-0
Close 596-0 599-0 3-0 0.5% 588-0
Range 11-4 5-0 -6-4 -56.5% 21-0
ATR 12-1 11-5 -0-4 -4.2% 0-0
Volume 19,228 26,464 7,236 37.6% 153,953
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 613-0 611-0 601-6
R3 608-0 606-0 600-3
R2 603-0 603-0 599-7
R1 601-0 601-0 599-4 602-0
PP 598-0 598-0 598-0 598-4
S1 596-0 596-0 598-4 597-0
S2 593-0 593-0 598-1
S3 588-0 591-0 597-5
S4 583-0 586-0 596-2
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% 6-3 1.1% 72% False False 22,959
10 605-6 570-0 35-6 6.0% 8-0 1.3% 81% False False 28,720
20 605-6 534-6 71-0 11.9% 8-2 1.4% 90% False False 30,316
40 625-0 534-6 90-2 15.1% 9-4 1.6% 71% False False 33,430
60 625-0 479-0 146-0 24.4% 10-2 1.7% 82% False False 32,574
80 625-0 444-4 180-4 30.1% 9-3 1.6% 86% False False 30,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 621-2
2.618 613-1
1.618 608-1
1.000 605-0
0.618 603-1
HIGH 600-0
0.618 598-1
0.500 597-4
0.382 596-7
LOW 595-0
0.618 591-7
1.000 590-0
1.618 586-7
2.618 581-7
4.250 573-6
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 598-4 600-0
PP 598-0 599-5
S1 597-4 599-3

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

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