CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 571-0 574-6 3-6 0.7% 561-2
High 579-2 576-0 -3-2 -0.6% 579-2
Low 571-0 571-2 0-2 0.0% 551-2
Close 580-4 576-2 -4-2 -0.7% 580-4
Range 8-2 4-6 -3-4 -42.4% 28-0
ATR 14-0 13-6 -0-3 -2.4% 0-0
Volume 35,933 33,392 -2,541 -7.1% 97,857
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 588-6 587-2 578-7
R3 584-0 582-4 577-4
R2 579-2 579-2 577-1
R1 577-6 577-6 576-5 578-4
PP 574-4 574-4 574-4 574-7
S1 573-0 573-0 575-7 573-6
S2 569-6 569-6 575-3
S3 565-0 568-2 575-0
S4 560-2 563-4 573-5
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 4.9% 8-7 1.5% 89% False False 24,681
10 579-2 530-6 48-4 8.4% 7-4 1.3% 94% False False 22,383
20 621-0 530-6 90-2 15.7% 10-7 1.9% 50% False False 23,982
40 621-0 530-6 90-2 15.7% 11-1 1.9% 50% False False 20,771
60 621-0 474-4 146-4 25.4% 10-5 1.8% 69% False False 18,892
80 621-0 438-0 183-0 31.8% 9-4 1.7% 76% False False 15,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 596-2
2.618 588-3
1.618 583-5
1.000 580-6
0.618 578-7
HIGH 576-0
0.618 574-1
0.500 573-5
0.382 573-1
LOW 571-2
0.618 568-3
1.000 566-4
1.618 563-5
2.618 558-7
4.250 551-0
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 575-3 574-6
PP 574-4 573-1
S1 573-5 571-5

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

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