CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 619-0 624-0 5-0 0.8% 611-0
High 625-4 628-2 2-6 0.4% 625-4
Low 619-0 624-0 5-0 0.8% 609-0
Close 625-6 626-4 0-6 0.1% 625-6
Range 6-4 4-2 -2-2 -34.6% 16-4
ATR 10-1 9-6 -0-3 -4.1% 0-0
Volume 24,529 20,740 -3,789 -15.4% 85,449
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 639-0 637-0 628-7
R3 634-6 632-6 627-5
R2 630-4 630-4 627-2
R1 628-4 628-4 626-7 629-4
PP 626-2 626-2 626-2 626-6
S1 624-2 624-2 626-1 625-2
S2 622-0 622-0 625-6
S3 617-6 620-0 625-3
S4 613-4 615-6 624-1
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 669-5 664-1 634-7
R3 653-1 647-5 630-2
R2 636-5 636-5 628-6
R1 631-1 631-1 627-2 633-7
PP 620-1 620-1 620-1 621-4
S1 614-5 614-5 624-2 617-3
S2 603-5 603-5 622-6
S3 587-1 598-1 621-2
S4 570-5 581-5 616-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 628-2 609-0 19-2 3.1% 5-1 0.8% 91% True False 21,237
10 628-2 594-2 34-0 5.4% 6-0 0.9% 95% True False 21,489
20 628-2 555-4 72-6 11.6% 7-0 1.1% 98% True False 24,908
40 628-2 534-6 93-4 14.9% 8-7 1.4% 98% True False 31,610
60 628-2 479-0 149-2 23.8% 9-6 1.5% 99% True False 32,418
80 628-2 470-0 158-2 25.3% 9-4 1.5% 99% True False 30,727
100 628-2 436-0 192-2 30.7% 9-0 1.4% 99% True False 27,575
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 646-2
2.618 639-3
1.618 635-1
1.000 632-4
0.618 630-7
HIGH 628-2
0.618 626-5
0.500 626-1
0.382 625-5
LOW 624-0
0.618 621-3
1.000 619-6
1.618 617-1
2.618 612-7
4.250 606-0
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 626-3 625-1
PP 626-2 623-6
S1 626-1 622-3

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

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