CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 404-0 400-0 -4-0 -1.0% 402-0
High 404-6 400-0 -4-6 -1.2% 413-2
Low 393-2 391-0 -2-2 -0.6% 391-0
Close 397-0 397-6 0-6 0.2% 397-6
Range 11-4 9-0 -2-4 -21.7% 22-2
ATR 11-4 11-2 -0-1 -1.5% 0-0
Volume 95,967 107,646 11,679 12.2% 514,249
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 423-2 419-4 402-6
R3 414-2 410-4 400-2
R2 405-2 405-2 399-3
R1 401-4 401-4 398-5 398-7
PP 396-2 396-2 396-2 395-0
S1 392-4 392-4 396-7 389-7
S2 387-2 387-2 396-1
S3 378-2 383-4 395-2
S4 369-2 374-4 392-6
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 467-3 454-7 410-0
R3 445-1 432-5 403-7
R2 422-7 422-7 401-7
R1 410-3 410-3 399-6 405-4
PP 400-5 400-5 400-5 398-2
S1 388-1 388-1 395-6 383-2
S2 378-3 378-3 393-5
S3 356-1 365-7 391-5
S4 333-7 343-5 385-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-2 391-0 22-2 5.6% 9-4 2.4% 30% False True 102,849
10 413-2 379-0 34-2 8.6% 9-6 2.5% 55% False False 112,218
20 421-0 379-0 42-0 10.6% 10-2 2.6% 45% False False 111,993
40 424-4 377-4 47-0 11.8% 11-1 2.8% 43% False False 85,523
60 424-4 342-2 82-2 20.7% 10-6 2.7% 67% False False 66,264
80 424-4 319-4 105-0 26.4% 10-3 2.6% 75% False False 54,358
100 424-4 319-4 105-0 26.4% 10-1 2.5% 75% False False 45,969
120 424-4 319-4 105-0 26.4% 9-5 2.4% 75% False False 40,436
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 3 trading days
Fibonacci Retracements and Extensions
4.250 438-2
2.618 423-4
1.618 414-4
1.000 409-0
0.618 405-4
HIGH 400-0
0.618 396-4
0.500 395-4
0.382 394-4
LOW 391-0
0.618 385-4
1.000 382-0
1.618 376-4
2.618 367-4
4.250 352-6
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 397-0 402-1
PP 396-2 400-5
S1 395-4 399-2

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

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