CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 631-6 634-4 2-6 0.4% 624-0
High 632-0 640-0 8-0 1.3% 640-0
Low 625-4 634-4 9-0 1.4% 624-0
Close 628-0 640-0 12-0 1.9% 640-0
Range 6-4 5-4 -1-0 -15.4% 16-0
ATR 9-4 9-5 0-1 1.9% 0-0
Volume 16,243 21,693 5,450 33.6% 98,305
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 654-5 652-7 643-0
R3 649-1 647-3 641-4
R2 643-5 643-5 641-0
R1 641-7 641-7 640-4 642-6
PP 638-1 638-1 638-1 638-5
S1 636-3 636-3 639-4 637-2
S2 632-5 632-5 639-0
S3 627-1 630-7 638-4
S4 621-5 625-3 637-0
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 682-5 677-3 648-6
R3 666-5 661-3 644-3
R2 650-5 650-5 642-7
R1 645-3 645-3 641-4 648-0
PP 634-5 634-5 634-5 636-0
S1 629-3 629-3 638-4 632-0
S2 618-5 618-5 637-1
S3 602-5 613-3 635-5
S4 586-5 597-3 631-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 640-0 624-0 16-0 2.5% 5-5 0.9% 100% True False 19,661
10 640-0 600-4 39-4 6.2% 5-7 0.9% 100% True False 19,822
20 640-0 570-0 70-0 10.9% 7-0 1.1% 100% True False 24,271
40 640-0 534-6 105-2 16.4% 8-5 1.3% 100% True False 30,887
60 640-0 511-2 128-6 20.1% 9-2 1.4% 100% True False 31,228
80 640-0 479-0 161-0 25.2% 9-4 1.5% 100% True False 30,375
100 640-0 436-0 204-0 31.9% 8-6 1.4% 100% True False 27,640
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 0-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 663-3
2.618 654-3
1.618 648-7
1.000 645-4
0.618 643-3
HIGH 640-0
0.618 637-7
0.500 637-2
0.382 636-5
LOW 634-4
0.618 631-1
1.000 629-0
1.618 625-5
2.618 620-1
4.250 611-1
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 639-1 637-5
PP 638-1 635-1
S1 637-2 632-6

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

View Archives - Comment on this page... - Back to Index of Symbols