CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 592-6 596-0 3-2 0.5% 590-4
High 597-0 605-2 8-2 1.4% 605-2
Low 590-4 596-0 5-4 0.9% 590-0
Close 595-4 604-2 8-6 1.5% 604-2
Range 6-4 9-2 2-6 42.3% 15-2
ATR 12-0 11-7 -0-1 -1.3% 0-0
Volume 25,905 14,804 -11,101 -42.9% 104,899
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 629-5 626-1 609-3
R3 620-3 616-7 606-6
R2 611-1 611-1 606-0
R1 607-5 607-5 605-1 609-3
PP 601-7 601-7 601-7 602-6
S1 598-3 598-3 603-3 600-1
S2 592-5 592-5 602-4
S3 583-3 589-1 601-6
S4 574-1 579-7 599-1
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 645-5 640-1 612-5
R3 630-3 624-7 608-4
R2 615-1 615-1 607-0
R1 609-5 609-5 605-5 612-3
PP 599-7 599-7 599-7 601-2
S1 594-3 594-3 602-7 597-1
S2 584-5 584-5 601-4
S3 569-3 579-1 600-0
S4 554-1 563-7 595-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605-2 590-0 15-2 2.5% 7-2 1.2% 93% True False 20,979
10 605-2 565-2 40-0 6.6% 8-6 1.5% 98% True False 25,129
20 605-2 530-6 74-4 12.3% 8-7 1.5% 99% True False 22,905
40 621-0 530-6 90-2 14.9% 10-0 1.7% 81% False False 21,573
60 621-0 474-4 146-4 24.2% 10-7 1.8% 89% False False 20,301
80 621-0 441-0 180-0 29.8% 9-7 1.6% 91% False False 18,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 644-4
2.618 629-4
1.618 620-2
1.000 614-4
0.618 611-0
HIGH 605-2
0.618 601-6
0.500 600-5
0.382 599-4
LOW 596-0
0.618 590-2
1.000 586-6
1.618 581-0
2.618 571-6
4.250 556-6
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 603-0 602-1
PP 601-7 599-7
S1 600-5 597-6

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

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