CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 578-0 576-2 -1-6 -0.3% 564-4
High 578-0 583-0 5-0 0.9% 583-0
Low 568-4 576-2 7-6 1.4% 555-4
Close 568-4 584-4 16-0 2.8% 584-4
Range 9-4 6-6 -2-6 -28.9% 27-4
ATR 13-7 13-7 0-0 0.3% 0-0
Volume 33,298 39,008 5,710 17.1% 129,318
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 601-4 599-6 588-2
R3 594-6 593-0 586-3
R2 588-0 588-0 585-6
R1 586-2 586-2 585-1 587-1
PP 581-2 581-2 581-2 581-6
S1 579-4 579-4 583-7 580-3
S2 574-4 574-4 583-2
S3 567-6 572-6 582-5
S4 561-0 566-0 580-6
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 656-7 648-1 599-5
R3 629-3 620-5 592-0
R2 601-7 601-7 589-4
R1 593-1 593-1 587-0 597-4
PP 574-3 574-3 574-3 576-4
S1 565-5 565-5 582-0 570-0
S2 546-7 546-7 579-4
S3 519-3 538-1 577-0
S4 491-7 510-5 569-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 583-0 555-4 27-4 4.7% 6-1 1.1% 105% True False 25,863
10 583-0 534-6 48-2 8.3% 8-6 1.5% 103% True False 31,407
20 625-0 534-6 90-2 15.4% 10-3 1.8% 55% False False 37,785
40 625-0 534-6 90-2 15.4% 10-3 1.8% 55% False False 35,229
60 625-0 479-0 146-0 25.0% 10-2 1.8% 72% False False 32,630
80 625-0 443-0 182-0 31.1% 9-2 1.6% 78% False False 28,825
Crabel Price Patterns
NR True
NR4 False
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 611-6
2.618 600-5
1.618 593-7
1.000 589-6
0.618 587-1
HIGH 583-0
0.618 580-3
0.500 579-5
0.382 578-7
LOW 576-2
0.618 572-1
1.000 569-4
1.618 565-3
2.618 558-5
4.250 547-4
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 582-7 581-3
PP 581-2 578-1
S1 579-5 575-0

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

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