CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 574-6 581-4 6-6 1.2% 561-2
High 576-0 581-6 5-6 1.0% 579-2
Low 571-2 567-0 -4-2 -0.7% 551-2
Close 576-2 569-6 -6-4 -1.1% 580-4
Range 4-6 14-6 10-0 210.5% 28-0
ATR 13-6 13-6 0-1 0.5% 0-0
Volume 33,392 23,916 -9,476 -28.4% 97,857
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 617-1 608-1 577-7
R3 602-3 593-3 573-6
R2 587-5 587-5 572-4
R1 578-5 578-5 571-1 575-6
PP 572-7 572-7 572-7 571-3
S1 563-7 563-7 568-3 561-0
S2 558-1 558-1 567-0
S3 543-3 549-1 565-6
S4 528-5 534-3 561-5
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
5 581-6 562-4 19-2 3.4% 10-2 1.8% 38% True False 25,976
10 581-6 530-6 51-0 9.0% 8-7 1.6% 76% True False 21,754
20 621-0 530-6 90-2 15.8% 11-3 2.0% 43% False False 24,169
40 621-0 530-6 90-2 15.8% 11-1 1.9% 43% False False 20,973
60 621-0 474-4 146-4 25.7% 10-7 1.9% 65% False False 19,061
80 621-0 438-0 183-0 32.1% 9-5 1.7% 72% False False 16,181
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 0-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 644-4
2.618 620-3
1.618 605-5
1.000 596-4
0.618 590-7
HIGH 581-6
0.618 576-1
0.500 574-3
0.382 572-5
LOW 567-0
0.618 557-7
1.000 552-2
1.618 543-1
2.618 528-3
4.250 504-2
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 574-3 574-3
PP 572-7 572-7
S1 571-2 571-2

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

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