CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 618-0 619-0 1-0 0.2% 595-0
High 620-6 625-4 4-6 0.8% 609-4
Low 616-4 619-0 2-4 0.4% 594-2
Close 621-2 625-6 4-4 0.7% 608-2
Range 4-2 6-4 2-2 52.9% 15-2
ATR 10-3 10-1 -0-2 -2.7% 0-0
Volume 12,973 24,529 11,556 89.1% 108,709
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 642-7 640-7 629-3
R3 636-3 634-3 627-4
R2 629-7 629-7 627-0
R1 627-7 627-7 626-3 628-7
PP 623-3 623-3 623-3 624-0
S1 621-3 621-3 625-1 622-3
S2 616-7 616-7 624-4
S3 610-3 614-7 624-0
S4 603-7 608-3 622-1
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
5 625-4 600-4 25-0 4.0% 6-1 1.0% 101% True False 19,983
10 625-4 582-0 43-4 7.0% 6-2 1.0% 101% True False 21,471
20 625-4 555-4 70-0 11.2% 6-7 1.1% 100% True False 25,610
40 625-4 534-6 90-6 14.5% 9-0 1.4% 100% True False 31,791
60 625-4 479-0 146-4 23.4% 9-7 1.6% 100% True False 32,418
80 625-4 469-2 156-2 25.0% 9-3 1.5% 100% True False 30,625
100 625-4 436-0 189-4 30.3% 9-0 1.4% 100% True False 27,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 653-1
2.618 642-4
1.618 636-0
1.000 632-0
0.618 629-4
HIGH 625-4
0.618 623-0
0.500 622-2
0.382 621-4
LOW 619-0
0.618 615-0
1.000 612-4
1.618 608-4
2.618 602-0
4.250 591-3
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 624-5 623-0
PP 623-3 620-3
S1 622-2 617-5

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

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