CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 562-0 543-4 -18-4 -3.3% 539-0
High 562-0 559-6 -2-2 -0.4% 559-4
Low 544-2 543-4 -0-6 -0.1% 530-0
Close 547-2 559-4 12-2 2.2% 559-0
Range 17-6 16-2 -1-4 -8.5% 29-4
ATR 15-3 15-3 0-1 0.4% 0-0
Volume 18,522 13,984 -4,538 -24.5% 289,116
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 603-0 597-4 568-4
R3 586-6 581-2 564-0
R2 570-4 570-4 562-4
R1 565-0 565-0 561-0 567-6
PP 554-2 554-2 554-2 555-5
S1 548-6 548-6 558-0 551-4
S2 538-0 538-0 556-4
S3 521-6 532-4 555-0
S4 505-4 516-2 550-4
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 638-0 628-0 575-2
R3 608-4 598-4 567-1
R2 579-0 579-0 564-3
R1 569-0 569-0 561-6 574-0
PP 549-4 549-4 549-4 552-0
S1 539-4 539-4 556-2 544-4
S2 520-0 520-0 553-5
S3 490-4 510-0 550-7
S4 461-0 480-4 542-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 562-0 540-6 21-2 3.8% 12-5 2.3% 88% False False 19,172
10 562-0 530-0 32-0 5.7% 9-6 1.7% 92% False False 55,034
20 572-6 507-0 65-6 11.8% 12-6 2.3% 80% False False 135,265
40 603-4 507-0 96-4 17.2% 12-5 2.3% 54% False False 160,685
60 603-4 456-0 147-4 26.4% 12-7 2.3% 70% False False 175,633
80 603-4 415-4 188-0 33.6% 11-7 2.1% 77% False False 174,513
100 603-4 375-6 227-6 40.7% 11-4 2.1% 81% False False 169,026
120 603-4 343-2 260-2 46.5% 10-7 2.0% 83% False False 159,505
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 True
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 628-6
2.618 602-2
1.618 586-0
1.000 576-0
0.618 569-6
HIGH 559-6
0.618 553-4
0.500 551-5
0.382 549-6
LOW 543-4
0.618 533-4
1.000 527-2
1.618 517-2
2.618 501-0
4.250 474-4
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 556-7 557-2
PP 554-2 555-0
S1 551-5 552-6

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

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