CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 630-4 639-0 8-4 1.3% 620-4
High 638-0 641-0 3-0 0.5% 638-0
Low 630-2 628-2 -2-0 -0.3% 620-4
Close 636-4 628-4 -8-0 -1.3% 636-4
Range 7-6 12-6 5-0 64.5% 17-4
ATR 10-0 10-2 0-2 2.0% 0-0
Volume 17,753 20,179 2,426 13.7% 75,157
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 670-7 662-3 635-4
R3 658-1 649-5 632-0
R2 645-3 645-3 630-7
R1 636-7 636-7 629-5 634-6
PP 632-5 632-5 632-5 631-4
S1 624-1 624-1 627-3 622-0
S2 619-7 619-7 626-1
S3 607-1 611-3 625-0
S4 594-3 598-5 621-4
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 684-1 677-7 646-1
R3 666-5 660-3 641-2
R2 649-1 649-1 639-6
R1 642-7 642-7 638-1 646-0
PP 631-5 631-5 631-5 633-2
S1 625-3 625-3 634-7 628-4
S2 614-1 614-1 633-2
S3 596-5 607-7 631-6
S4 579-1 590-3 626-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 641-0 621-4 19-4 3.1% 7-7 1.3% 36% True False 16,194
10 641-0 606-0 35-0 5.6% 6-5 1.1% 64% True False 17,343
20 641-0 565-2 75-6 12.1% 7-6 1.2% 83% True False 21,236
40 641-0 530-6 110-2 17.5% 9-2 1.5% 89% True False 22,278
60 641-0 530-6 110-2 17.5% 9-7 1.6% 89% True False 20,754
80 641-0 474-4 166-4 26.5% 10-0 1.6% 92% True False 19,220
100 641-0 435-4 205-4 32.7% 9-2 1.5% 94% True False 16,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 695-2
2.618 674-3
1.618 661-5
1.000 653-6
0.618 648-7
HIGH 641-0
0.618 636-1
0.500 634-5
0.382 633-1
LOW 628-2
0.618 620-3
1.000 615-4
1.618 607-5
2.618 594-7
4.250 574-0
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 634-5 631-2
PP 632-5 630-3
S1 630-4 629-3

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

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