CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 385-4 387-4 2-0 0.5% 412-0
High 386-4 388-2 1-6 0.5% 421-0
Low 382-6 379-0 -3-6 -1.0% 388-0
Close 385-0 383-4 -1-4 -0.4% 388-4
Range 3-6 9-2 5-4 146.7% 33-0
ATR 11-0 10-7 -0-1 -1.2% 0-0
Volume 117,825 98,675 -19,150 -16.3% 663,579
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 411-3 406-5 388-5
R3 402-1 397-3 386-0
R2 392-7 392-7 385-2
R1 388-1 388-1 384-3 385-7
PP 383-5 383-5 383-5 382-4
S1 378-7 378-7 382-5 376-5
S2 374-3 374-3 381-6
S3 365-1 369-5 381-0
S4 355-7 360-3 378-3
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 498-1 476-3 406-5
R3 465-1 443-3 397-5
R2 432-1 432-1 394-4
R1 410-3 410-3 391-4 404-6
PP 399-1 399-1 399-1 396-3
S1 377-3 377-3 385-4 371-6
S2 366-1 366-1 382-4
S3 333-1 344-3 379-3
S4 300-1 311-3 370-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 407-2 379-0 28-2 7.4% 7-5 2.0% 16% False True 117,844
10 421-0 379-0 42-0 11.0% 9-5 2.5% 11% False True 126,781
20 424-4 379-0 45-4 11.9% 9-5 2.5% 10% False True 102,204
40 424-4 377-4 47-0 12.3% 10-6 2.8% 13% False False 71,645
60 424-4 324-2 100-2 26.1% 10-6 2.8% 59% False False 56,018
80 424-4 319-4 105-0 27.4% 10-0 2.6% 61% False False 45,895
100 424-4 319-4 105-0 27.4% 9-7 2.6% 61% False False 39,220
120 424-4 319-4 105-0 27.4% 9-2 2.4% 61% False False 34,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 427-4
2.618 412-4
1.618 403-2
1.000 397-4
0.618 394-0
HIGH 388-2
0.618 384-6
0.500 383-5
0.382 382-4
LOW 379-0
0.618 373-2
1.000 369-6
1.618 364-0
2.618 354-6
4.250 339-6
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 383-5 384-0
PP 383-5 383-7
S1 383-4 383-5

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

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