CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 596-4 600-4 4-0 0.7% 595-0
High 600-0 609-4 9-4 1.6% 609-4
Low 595-0 600-4 5-4 0.9% 594-2
Close 599-0 608-2 9-2 1.5% 608-2
Range 5-0 9-0 4-0 80.0% 15-2
ATR 11-5 11-4 -0-1 -0.7% 0-0
Volume 26,464 14,466 -11,998 -45.3% 108,709
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 633-1 629-5 613-2
R3 624-1 620-5 610-6
R2 615-1 615-1 609-7
R1 611-5 611-5 609-1 613-3
PP 606-1 606-1 606-1 607-0
S1 602-5 602-5 607-3 604-3
S2 597-1 597-1 606-5
S3 588-1 593-5 605-6
S4 579-1 584-5 603-2
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 649-6 644-2 616-5
R3 634-4 629-0 612-4
R2 619-2 619-2 611-0
R1 613-6 613-6 609-5 616-4
PP 604-0 604-0 604-0 605-3
S1 598-4 598-4 606-7 601-2
S2 588-6 588-6 605-4
S3 573-4 583-2 604-0
S4 558-2 568-0 599-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-4 594-2 15-2 2.5% 6-6 1.1% 92% True False 21,741
10 609-4 570-0 39-4 6.5% 8-2 1.4% 97% True False 26,266
20 609-4 534-6 74-6 12.3% 8-4 1.4% 98% True False 28,836
40 625-0 534-6 90-2 14.8% 9-4 1.6% 81% False False 32,571
60 625-0 479-0 146-0 24.0% 10-3 1.7% 89% False False 32,333
80 625-0 454-6 170-2 28.0% 9-3 1.5% 90% False False 30,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 647-6
2.618 633-0
1.618 624-0
1.000 618-4
0.618 615-0
HIGH 609-4
0.618 606-0
0.500 605-0
0.382 604-0
LOW 600-4
0.618 595-0
1.000 591-4
1.618 586-0
2.618 577-0
4.250 562-2
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 607-1 606-1
PP 606-1 604-0
S1 605-0 601-7

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

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