CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 590-4 593-2 2-6 0.5% 574-6
High 597-4 595-0 -2-4 -0.4% 586-0
Low 590-0 593-0 3-0 0.5% 565-2
Close 597-0 595-0 -2-0 -0.3% 583-0
Range 7-4 2-0 -5-4 -73.3% 20-6
ATR 13-2 12-4 -0-5 -5.0% 0-0
Volume 22,145 24,732 2,587 11.7% 146,395
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 600-3 599-5 596-1
R3 598-3 597-5 595-4
R2 596-3 596-3 595-3
R1 595-5 595-5 595-1 596-0
PP 594-3 594-3 594-3 594-4
S1 593-5 593-5 594-7 594-0
S2 592-3 592-3 594-5
S3 590-3 591-5 594-4
S4 588-3 589-5 593-7
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 640-3 632-3 594-3
R3 619-5 611-5 588-6
R2 598-7 598-7 586-6
R1 590-7 590-7 584-7 594-7
PP 578-1 578-1 578-1 580-0
S1 570-1 570-1 581-1 574-1
S2 557-3 557-3 579-2
S3 536-5 549-3 577-2
S4 515-7 528-5 571-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 597-4 565-2 32-2 5.4% 8-2 1.4% 92% False False 27,192
10 597-4 562-4 35-0 5.9% 9-2 1.6% 93% False False 26,584
20 597-4 530-6 66-6 11.2% 9-2 1.5% 96% False False 23,799
40 621-0 530-6 90-2 15.2% 10-3 1.7% 71% False False 21,609
60 621-0 474-4 146-4 24.6% 10-6 1.8% 82% False False 20,065
80 621-0 438-0 183-0 30.8% 9-5 1.6% 86% False False 17,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 603-4
2.618 600-2
1.618 598-2
1.000 597-0
0.618 596-2
HIGH 595-0
0.618 594-2
0.500 594-0
0.382 593-6
LOW 593-0
0.618 591-6
1.000 591-0
1.618 589-6
2.618 587-6
4.250 584-4
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 594-5 592-2
PP 594-3 589-4
S1 594-0 586-6

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

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