CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 546-4 549-4 3-0 0.5% 540-6
High 549-0 549-4 0-4 0.1% 549-4
Low 546-4 549-4 3-0 0.5% 533-2
Close 547-6 549-2 1-4 0.3% 549-2
Range 2-4 0-0 -2-4 -100.0% 16-2
ATR 12-3 11-5 -0-6 -6.1% 0-0
Volume 2,970 3,675 705 23.7% 17,043
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 549-3 549-3 549-2
R3 549-3 549-3 549-2
R2 549-3 549-3 549-2
R1 549-3 549-3 549-2 549-3
PP 549-3 549-3 549-3 549-4
S1 549-3 549-3 549-2 549-3
S2 549-3 549-3 549-2
S3 549-3 549-3 549-2
S4 549-3 549-3 549-2
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 592-6 587-2 558-2
R3 576-4 571-0 553-6
R2 560-2 560-2 552-2
R1 554-6 554-6 550-6 557-4
PP 544-0 544-0 544-0 545-3
S1 538-4 538-4 547-6 541-2
S2 527-6 527-6 546-2
S3 511-4 522-2 544-6
S4 495-2 506-0 540-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 549-4 533-2 16-2 3.0% 4-3 0.8% 98% True False 3,408
10 551-0 524-0 27-0 4.9% 3-5 0.7% 94% False False 2,744
20 551-0 502-0 49-0 8.9% 6-2 1.1% 96% False False 3,188
Crabel Price Patterns
NR True
NR4 True
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 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 549-4
2.618 549-4
1.618 549-4
1.000 549-4
0.618 549-4
HIGH 549-4
0.618 549-4
0.500 549-4
0.382 549-4
LOW 549-4
0.618 549-4
1.000 549-4
1.618 549-4
2.618 549-4
4.250 549-4
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 549-4 548-0
PP 549-3 546-5
S1 549-3 545-3

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

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