CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 600-0 600-2 0-2 0.0% 580-6
High 604-0 604-0 0-0 0.0% 599-0
Low 597-4 598-0 0-4 0.1% 579-4
Close 599-4 602-2 2-6 0.5% 596-4
Range 6-4 6-0 -0-4 -7.7% 19-4
ATR 12-7 12-3 -0-4 -3.8% 0-0
Volume 93,729 76,525 -17,204 -18.4% 562,273
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 619-3 616-7 605-4
R3 613-3 610-7 603-7
R2 607-3 607-3 603-3
R1 604-7 604-7 602-6 606-1
PP 601-3 601-3 601-3 602-0
S1 598-7 598-7 601-6 600-1
S2 595-3 595-3 601-1
S3 589-3 592-7 600-5
S4 583-3 586-7 599-0
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 650-1 642-7 607-2
R3 630-5 623-3 601-7
R2 611-1 611-1 600-1
R1 603-7 603-7 598-2 607-4
PP 591-5 591-5 591-5 593-4
S1 584-3 584-3 594-6 588-0
S2 572-1 572-1 592-7
S3 552-5 564-7 591-1
S4 533-1 545-3 585-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 604-0 580-4 23-4 3.9% 8-7 1.5% 93% True False 99,602
10 604-0 556-0 48-0 8.0% 9-3 1.6% 96% True False 112,669
20 604-0 520-6 83-2 13.8% 10-2 1.7% 98% True False 131,559
40 617-4 520-6 96-6 16.1% 11-4 1.9% 84% False False 120,645
60 617-4 468-0 149-4 24.8% 12-1 2.0% 90% False False 103,106
80 617-4 452-0 165-4 27.5% 11-2 1.9% 91% False False 90,997
100 617-4 412-6 204-6 34.0% 10-7 1.8% 93% False False 78,201
120 617-4 390-4 227-0 37.7% 10-1 1.7% 93% False False 67,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 629-4
2.618 619-6
1.618 613-6
1.000 610-0
0.618 607-6
HIGH 604-0
0.618 601-6
0.500 601-0
0.382 600-2
LOW 598-0
0.618 594-2
1.000 592-0
1.618 588-2
2.618 582-2
4.250 572-4
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 601-7 600-1
PP 601-3 598-1
S1 601-0 596-0

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

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