CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 572-4 571-0 -1-4 -0.3% 561-2
High 575-4 579-2 3-6 0.7% 579-2
Low 564-0 571-0 7-0 1.2% 551-2
Close 563-4 580-4 17-0 3.0% 580-4
Range 11-4 8-2 -3-2 -28.3% 28-0
ATR 13-7 14-0 0-1 0.9% 0-0
Volume 20,506 35,933 15,427 75.2% 97,857
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 601-5 599-3 585-0
R3 593-3 591-1 582-6
R2 585-1 585-1 582-0
R1 582-7 582-7 581-2 584-0
PP 576-7 576-7 576-7 577-4
S1 574-5 574-5 579-6 575-6
S2 568-5 568-5 579-0
S3 560-3 566-3 578-2
S4 552-1 558-1 576-0
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 654-3 645-3 595-7
R3 626-3 617-3 588-2
R2 598-3 598-3 585-5
R1 589-3 589-3 583-1 593-7
PP 570-3 570-3 570-3 572-4
S1 561-3 561-3 577-7 565-7
S2 542-3 542-3 575-3
S3 514-3 533-3 572-6
S4 486-3 505-3 565-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 579-2 551-2 28-0 4.8% 8-4 1.5% 104% True False 19,571
10 579-2 530-6 48-4 8.4% 9-0 1.5% 103% True False 20,681
20 621-0 530-6 90-2 15.5% 10-6 1.9% 55% False False 23,321
40 621-0 530-6 90-2 15.5% 11-0 1.9% 55% False False 20,512
60 621-0 474-4 146-4 25.2% 10-6 1.8% 72% False False 18,548
80 621-0 435-4 185-4 32.0% 9-5 1.7% 78% False False 15,624
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 3 trading days
Fibonacci Retracements and Extensions
4.250 614-2
2.618 600-7
1.618 592-5
1.000 587-4
0.618 584-3
HIGH 579-2
0.618 576-1
0.500 575-1
0.382 574-1
LOW 571-0
0.618 565-7
1.000 562-6
1.618 557-5
2.618 549-3
4.250 536-0
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 578-6 577-2
PP 576-7 574-1
S1 575-1 570-7

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

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