CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 565-2 579-2 14-0 2.5% 561-2
High 583-0 586-0 3-0 0.5% 579-2
Low 565-2 579-2 14-0 2.5% 551-2
Close 583-0 583-0 0-0 0.0% 580-4
Range 17-6 6-6 -11-0 -62.0% 28-0
ATR 14-1 13-4 -0-4 -3.7% 0-0
Volume 27,979 28,604 625 2.2% 97,857
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 603-0 599-6 586-6
R3 596-2 593-0 584-7
R2 589-4 589-4 584-2
R1 586-2 586-2 583-5 587-7
PP 582-6 582-6 582-6 583-4
S1 579-4 579-4 582-3 581-1
S2 576-0 576-0 581-6
S3 569-2 572-6 581-1
S4 562-4 566-0 579-2
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
5 586-0 565-2 20-6 3.6% 10-4 1.8% 86% True False 29,964
10 586-0 551-2 34-6 6.0% 8-5 1.5% 91% True False 23,690
20 591-2 530-6 60-4 10.4% 10-7 1.9% 86% False False 23,591
40 621-0 530-6 90-2 15.5% 10-5 1.8% 58% False False 21,008
60 621-0 474-4 146-4 25.1% 11-0 1.9% 74% False False 19,552
80 621-0 438-0 183-0 31.4% 9-7 1.7% 79% False False 16,770
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 614-6
2.618 603-5
1.618 596-7
1.000 592-6
0.618 590-1
HIGH 586-0
0.618 583-3
0.500 582-5
0.382 581-7
LOW 579-2
0.618 575-1
1.000 572-4
1.618 568-3
2.618 561-5
4.250 550-4
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 582-7 580-4
PP 582-6 578-1
S1 582-5 575-5

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

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