CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 596-0 607-0 11-0 1.8% 590-4
High 605-2 610-0 4-6 0.8% 605-2
Low 596-0 606-0 10-0 1.7% 590-0
Close 604-2 607-0 2-6 0.5% 604-2
Range 9-2 4-0 -5-2 -56.8% 15-2
ATR 11-7 11-3 -0-3 -3.7% 0-0
Volume 14,804 21,726 6,922 46.8% 104,899
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 619-5 617-3 609-2
R3 615-5 613-3 608-1
R2 611-5 611-5 607-6
R1 609-3 609-3 607-3 609-0
PP 607-5 607-5 607-5 607-4
S1 605-3 605-3 606-5 605-0
S2 603-5 603-5 606-2
S3 599-5 601-3 605-7
S4 595-5 597-3 604-6
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
5 610-0 590-2 19-6 3.3% 6-5 1.1% 85% True False 20,896
10 610-0 565-2 44-6 7.4% 8-6 1.4% 93% True False 23,962
20 610-0 530-6 79-2 13.1% 8-1 1.3% 96% True False 23,172
40 621-0 530-6 90-2 14.9% 9-7 1.6% 84% False False 21,718
60 621-0 474-4 146-4 24.1% 10-6 1.8% 90% False False 20,365
80 621-0 455-4 165-4 27.3% 9-6 1.6% 92% False False 18,315
Crabel Price Patterns
NR True
NR4 True
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 627-0
2.618 620-4
1.618 616-4
1.000 614-0
0.618 612-4
HIGH 610-0
0.618 608-4
0.500 608-0
0.382 607-4
LOW 606-0
0.618 603-4
1.000 602-0
1.618 599-4
2.618 595-4
4.250 589-0
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 608-0 604-6
PP 607-5 602-4
S1 607-3 600-2

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

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