CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 611-0 611-4 0-4 0.1% 595-0
High 615-0 614-4 -0-4 -0.1% 609-4
Low 609-0 609-6 0-6 0.1% 594-2
Close 611-0 614-2 3-2 0.5% 608-2
Range 6-0 4-6 -1-2 -20.8% 15-2
ATR 11-1 10-6 -0-4 -4.1% 0-0
Volume 25,788 22,159 -3,629 -14.1% 108,709
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 627-1 625-3 616-7
R3 622-3 620-5 615-4
R2 617-5 617-5 615-1
R1 615-7 615-7 614-5 616-6
PP 612-7 612-7 612-7 613-2
S1 611-1 611-1 613-7 612-0
S2 608-1 608-1 613-3
S3 603-3 606-3 613-0
S4 598-5 601-5 611-5
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 649-6 644-2 616-5
R3 634-4 629-0 612-4
R2 619-2 619-2 611-0
R1 613-6 613-6 609-5 616-4
PP 604-0 604-0 604-0 605-3
S1 598-4 598-4 606-7 601-2
S2 588-6 588-6 605-4
S3 573-4 583-2 604-0
S4 558-2 568-0 599-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 615-0 594-2 20-6 3.4% 7-2 1.2% 96% False False 21,621
10 615-0 570-0 45-0 7.3% 7-4 1.2% 98% False False 23,232
20 615-0 534-6 80-2 13.1% 7-6 1.3% 99% False False 27,391
40 625-0 534-6 90-2 14.7% 9-3 1.5% 88% False False 32,241
60 625-0 479-0 146-0 23.8% 10-1 1.7% 93% False False 32,316
80 625-0 463-4 161-4 26.3% 9-3 1.5% 93% False False 30,496
100 625-0 427-4 197-4 32.2% 9-0 1.5% 95% False False 27,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 634-6
2.618 626-7
1.618 622-1
1.000 619-2
0.618 617-3
HIGH 614-4
0.618 612-5
0.500 612-1
0.382 611-5
LOW 609-6
0.618 606-7
1.000 605-0
1.618 602-1
2.618 597-3
4.250 589-4
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 613-4 612-1
PP 612-7 609-7
S1 612-1 607-6

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

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