CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 596-2 592-6 -3-4 -0.6% 574-6
High 601-4 597-0 -4-4 -0.7% 586-0
Low 590-2 590-4 0-2 0.0% 565-2
Close 592-2 595-4 3-2 0.5% 583-0
Range 11-2 6-4 -4-6 -42.2% 20-6
ATR 12-4 12-0 -0-3 -3.4% 0-0
Volume 17,313 25,905 8,592 49.6% 146,395
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 613-7 611-1 599-1
R3 607-3 604-5 597-2
R2 600-7 600-7 596-6
R1 598-1 598-1 596-1 599-4
PP 594-3 594-3 594-3 595-0
S1 591-5 591-5 594-7 593-0
S2 587-7 587-7 594-2
S3 581-3 585-1 593-6
S4 574-7 578-5 591-7
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
5 601-4 576-0 25-4 4.3% 6-7 1.2% 76% False False 24,519
10 601-4 565-2 36-2 6.1% 8-5 1.5% 83% False False 27,242
20 601-4 530-6 70-6 11.9% 8-6 1.5% 92% False False 23,756
40 621-0 530-6 90-2 15.2% 10-0 1.7% 72% False False 21,673
60 621-0 474-4 146-4 24.6% 10-7 1.8% 83% False False 20,374
80 621-0 441-0 180-0 30.2% 9-6 1.6% 86% False False 17,999
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 624-5
2.618 614-0
1.618 607-4
1.000 603-4
0.618 601-0
HIGH 597-0
0.618 594-4
0.500 593-6
0.382 593-0
LOW 590-4
0.618 586-4
1.000 584-0
1.618 580-0
2.618 573-4
4.250 562-7
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 594-7 595-7
PP 594-3 595-6
S1 593-6 595-5

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

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