CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 600-4 611-0 10-4 1.7% 595-0
High 609-4 615-0 5-4 0.9% 609-4
Low 600-4 609-0 8-4 1.4% 594-2
Close 608-2 611-0 2-6 0.5% 608-2
Range 9-0 6-0 -3-0 -33.3% 15-2
ATR 11-4 11-1 -0-3 -3.0% 0-0
Volume 14,466 25,788 11,322 78.3% 108,709
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 629-5 626-3 614-2
R3 623-5 620-3 612-5
R2 617-5 617-5 612-1
R1 614-3 614-3 611-4 614-0
PP 611-5 611-5 611-5 611-4
S1 608-3 608-3 610-4 608-0
S2 605-5 605-5 609-7
S3 599-5 602-3 609-3
S4 593-5 596-3 607-6
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
5 615-0 594-2 20-6 3.4% 6-6 1.1% 81% True False 22,127
10 615-0 570-0 45-0 7.4% 8-5 1.4% 91% True False 23,678
20 615-0 534-6 80-2 13.1% 8-0 1.3% 95% True False 28,352
40 625-0 534-6 90-2 14.8% 9-3 1.5% 84% False False 32,428
60 625-0 479-0 146-0 23.9% 10-2 1.7% 90% False False 32,367
80 625-0 462-0 163-0 26.7% 9-3 1.5% 91% False False 30,345
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 640-4
2.618 630-6
1.618 624-6
1.000 621-0
0.618 618-6
HIGH 615-0
0.618 612-6
0.500 612-0
0.382 611-2
LOW 609-0
0.618 605-2
1.000 603-0
1.618 599-2
2.618 593-2
4.250 583-4
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 612-0 609-0
PP 611-5 607-0
S1 611-3 605-0

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

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