CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 567-4 575-0 7-4 1.3% 553-2
High 569-2 575-2 6-0 1.1% 573-4
Low 562-6 556-2 -6-4 -1.2% 543-4
Close 568-0 561-6 -6-2 -1.1% 573-4
Range 6-4 19-0 12-4 192.3% 30-0
ATR 15-0 15-3 0-2 1.9% 0-0
Volume 123,953 143,520 19,567 15.8% 781,230
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 621-3 610-5 572-2
R3 602-3 591-5 567-0
R2 583-3 583-3 565-2
R1 572-5 572-5 563-4 568-4
PP 564-3 564-3 564-3 562-3
S1 553-5 553-5 560-0 549-4
S2 545-3 545-3 558-2
S3 526-3 534-5 556-4
S4 507-3 515-5 551-2
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 653-4 643-4 590-0
R3 623-4 613-4 581-6
R2 593-4 593-4 579-0
R1 583-4 583-4 576-2 588-4
PP 563-4 563-4 563-4 566-0
S1 553-4 553-4 570-6 558-4
S2 533-4 533-4 568-0
S3 503-4 523-4 565-2
S4 473-4 493-4 557-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575-2 554-0 21-2 3.8% 12-5 2.3% 36% True False 153,831
10 575-2 520-6 54-4 9.7% 11-2 2.0% 75% True False 150,449
20 617-4 520-6 96-6 17.2% 13-5 2.4% 42% False False 149,631
40 617-4 520-6 96-6 17.2% 12-4 2.2% 42% False False 111,189
60 617-4 468-0 149-4 26.6% 12-2 2.2% 63% False False 94,135
80 617-4 429-4 188-0 33.5% 11-1 2.0% 70% False False 80,259
100 617-4 390-4 227-0 40.4% 10-5 1.9% 75% False False 68,434
120 617-4 356-6 260-6 46.4% 9-7 1.8% 79% False False 58,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 656-0
2.618 625-0
1.618 606-0
1.000 594-2
0.618 587-0
HIGH 575-2
0.618 568-0
0.500 565-6
0.382 563-4
LOW 556-2
0.618 544-4
1.000 537-2
1.618 525-4
2.618 506-4
4.250 475-4
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 565-6 565-6
PP 564-3 564-3
S1 563-1 563-1

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

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