CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 622-0 632-4 10-4 1.7% 612-6
High 630-0 633-6 3-6 0.6% 630-0
Low 621-0 620-0 -1-0 -0.2% 612-4
Close 629-0 620-4 -8-4 -1.4% 629-0
Range 9-0 13-6 4-6 52.8% 17-4
ATR 11-0 11-2 0-2 1.8% 0-0
Volume 68,901 117,858 48,957 71.1% 287,084
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 666-0 657-0 628-0
R3 652-2 643-2 624-2
R2 638-4 638-4 623-0
R1 629-4 629-4 621-6 627-1
PP 624-6 624-6 624-6 623-4
S1 615-6 615-6 619-2 613-3
S2 611-0 611-0 618-0
S3 597-2 602-0 616-6
S4 583-4 588-2 613-0
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
5 633-6 612-4 21-2 3.4% 8-7 1.4% 38% True False 68,658
10 633-6 597-4 36-2 5.8% 7-5 1.2% 63% True False 75,554
20 633-6 556-0 77-6 12.5% 9-1 1.5% 83% True False 98,972
40 633-6 520-6 113-0 18.2% 11-0 1.8% 88% True False 121,840
60 633-6 520-6 113-0 18.2% 11-2 1.8% 88% True False 105,169
80 633-6 468-0 165-6 26.7% 11-3 1.8% 92% True False 94,050
100 633-6 426-0 207-6 33.5% 10-5 1.7% 94% True False 82,050
120 633-6 390-4 243-2 39.2% 10-2 1.7% 95% True False 71,528
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 1-1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 692-2
2.618 669-6
1.618 656-0
1.000 647-4
0.618 642-2
HIGH 633-6
0.618 628-4
0.500 626-7
0.382 625-2
LOW 620-0
0.618 611-4
1.000 606-2
1.618 597-6
2.618 584-0
4.250 561-4
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 626-7 623-1
PP 624-6 622-2
S1 622-5 621-3

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

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