CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 586-2 570-0 -16-2 -2.8% 564-4
High 586-4 587-0 0-4 0.1% 583-0
Low 571-4 570-0 -1-4 -0.3% 555-4
Close 574-2 587-2 13-0 2.3% 584-4
Range 15-0 17-0 2-0 13.3% 27-4
ATR 13-4 13-6 0-2 1.8% 0-0
Volume 26,620 28,248 1,628 6.1% 129,318
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 632-3 626-7 596-5
R3 615-3 609-7 591-7
R2 598-3 598-3 590-3
R1 592-7 592-7 588-6 595-5
PP 581-3 581-3 581-3 582-6
S1 575-7 575-7 585-6 578-5
S2 564-3 564-3 584-1
S3 547-3 558-7 582-5
S4 530-3 541-7 577-7
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
5 587-0 568-4 18-4 3.2% 10-1 1.7% 101% True False 35,767
10 587-0 555-4 31-4 5.4% 7-3 1.3% 101% True False 30,276
20 597-4 534-6 62-6 10.7% 10-3 1.8% 84% False False 38,215
40 625-0 534-6 90-2 15.4% 10-2 1.7% 58% False False 34,462
60 625-0 479-0 146-0 24.9% 10-4 1.8% 74% False False 33,048
80 625-0 444-4 180-4 30.7% 9-3 1.6% 79% False False 29,545
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 0-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 659-2
2.618 631-4
1.618 614-4
1.000 604-0
0.618 597-4
HIGH 587-0
0.618 580-4
0.500 578-4
0.382 576-4
LOW 570-0
0.618 559-4
1.000 553-0
1.618 542-4
2.618 525-4
4.250 497-6
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 584-3 584-3
PP 581-3 581-3
S1 578-4 578-4

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

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