CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 587-0 584-0 -3-0 -0.5% 563-4
High 588-4 584-2 -4-2 -0.7% 577-2
Low 581-6 582-2 0-4 0.1% 562-4
Close 587-0 584-6 -2-2 -0.4% 578-4
Range 6-6 2-0 -4-6 -70.4% 14-6
ATR 8-1 7-7 -0-2 -3.0% 0-0
Volume 2,233 2,003 -230 -10.3% 10,993
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 589-6 589-2 585-7
R3 587-6 587-2 585-2
R2 585-6 585-6 585-1
R1 585-2 585-2 584-7 585-4
PP 583-6 583-6 583-6 583-7
S1 583-2 583-2 584-5 583-4
S2 581-6 581-6 584-3
S3 579-6 581-2 584-2
S4 577-6 579-2 583-5
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 617-0 612-4 586-5
R3 602-2 597-6 582-4
R2 587-4 587-4 581-2
R1 583-0 583-0 579-7 585-2
PP 572-6 572-6 572-6 573-7
S1 568-2 568-2 577-1 570-4
S2 558-0 558-0 575-6
S3 543-2 553-4 574-4
S4 528-4 538-6 570-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 588-4 571-6 16-6 2.9% 4-4 0.8% 78% False False 2,060
10 588-4 550-0 38-4 6.6% 3-1 0.5% 90% False False 2,440
20 588-4 533-2 55-2 9.4% 4-0 0.7% 93% False False 2,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 592-6
2.618 589-4
1.618 587-4
1.000 586-2
0.618 585-4
HIGH 584-2
0.618 583-4
0.500 583-2
0.382 583-0
LOW 582-2
0.618 581-0
1.000 580-2
1.618 579-0
2.618 577-0
4.250 573-6
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 584-2 585-1
PP 583-6 585-0
S1 583-2 584-7

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

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