CME Pit-Traded Corn Future March 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 621-0 622-0 1-0 0.2% 612-6
High 622-2 630-0 7-6 1.2% 630-0
Low 612-4 621-0 8-4 1.4% 612-4
Close 616-0 629-0 13-0 2.1% 629-0
Range 9-6 9-0 -0-6 -7.7% 17-4
ATR 10-6 11-0 0-2 2.1% 0-0
Volume 17,853 68,901 51,048 285.9% 287,084
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 653-5 650-3 634-0
R3 644-5 641-3 631-4
R2 635-5 635-5 630-5
R1 632-3 632-3 629-7 634-0
PP 626-5 626-5 626-5 627-4
S1 623-3 623-3 628-1 625-0
S2 617-5 617-5 627-3
S3 608-5 614-3 626-4
S4 599-5 605-3 624-0
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 676-3 670-1 638-5
R3 658-7 652-5 633-6
R2 641-3 641-3 632-2
R1 635-1 635-1 630-5 638-2
PP 623-7 623-7 623-7 625-3
S1 617-5 617-5 627-3 620-6
S2 606-3 606-3 625-6
S3 588-7 600-1 624-2
S4 571-3 582-5 619-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 630-0 612-4 17-4 2.8% 7-3 1.2% 94% True False 57,416
10 630-0 588-0 42-0 6.7% 7-2 1.2% 98% True False 75,268
20 630-0 556-0 74-0 11.8% 9-1 1.4% 99% True False 101,179
40 630-0 520-6 109-2 17.4% 10-7 1.7% 99% True False 120,812
60 630-0 502-0 128-0 20.3% 11-1 1.8% 99% True False 103,888
80 630-0 468-0 162-0 25.8% 11-3 1.8% 99% True False 93,097
100 630-0 420-0 210-0 33.4% 10-5 1.7% 100% True False 81,118
120 630-0 390-4 239-4 38.1% 10-2 1.6% 100% True False 70,671
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 668-2
2.618 653-4
1.618 644-4
1.000 639-0
0.618 635-4
HIGH 630-0
0.618 626-4
0.500 625-4
0.382 624-4
LOW 621-0
0.618 615-4
1.000 612-0
1.618 606-4
2.618 597-4
4.250 582-6
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 627-7 626-3
PP 626-5 623-7
S1 625-4 621-2

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

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