CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 581-4 565-2 -16-2 -2.8% 561-2
High 581-6 583-0 1-2 0.2% 579-2
Low 567-0 565-2 -1-6 -0.3% 551-2
Close 569-6 583-0 13-2 2.3% 580-4
Range 14-6 17-6 3-0 20.3% 28-0
ATR 13-6 14-1 0-2 2.1% 0-0
Volume 23,916 27,979 4,063 17.0% 97,857
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 630-3 624-3 592-6
R3 612-5 606-5 587-7
R2 594-7 594-7 586-2
R1 588-7 588-7 584-5 591-7
PP 577-1 577-1 577-1 578-4
S1 571-1 571-1 581-3 574-1
S2 559-3 559-3 579-6
S3 541-5 553-3 578-1
S4 523-7 535-5 573-2
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
5 583-0 564-0 19-0 3.3% 11-3 2.0% 100% True False 28,345
10 583-0 551-2 31-6 5.4% 8-3 1.4% 100% True False 22,838
20 593-0 530-6 62-2 10.7% 10-7 1.9% 84% False False 24,327
40 621-0 530-6 90-2 15.5% 10-7 1.9% 58% False False 20,878
60 621-0 474-4 146-4 25.1% 11-0 1.9% 74% False False 19,378
80 621-0 438-0 183-0 31.4% 9-6 1.7% 79% False False 16,471
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 10 trading days
Fibonacci Retracements and Extensions
4.250 658-4
2.618 629-4
1.618 611-6
1.000 600-6
0.618 594-0
HIGH 583-0
0.618 576-2
0.500 574-1
0.382 572-0
LOW 565-2
0.618 554-2
1.000 547-4
1.618 536-4
2.618 518-6
4.250 489-6
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 580-0 580-0
PP 577-1 577-1
S1 574-1 574-1

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

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