CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 401-0 407-6 6-6 1.7% 402-0
High 405-0 408-6 3-6 0.9% 413-2
Low 400-4 405-2 4-6 1.2% 391-0
Close 404-6 408-4 3-6 0.9% 397-6
Range 4-4 3-4 -1-0 -22.2% 22-2
ATR 10-6 10-2 -0-4 -4.5% 0-0
Volume 63,153 47,989 -15,164 -24.0% 514,249
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 418-0 416-6 410-3
R3 414-4 413-2 409-4
R2 411-0 411-0 409-1
R1 409-6 409-6 408-7 410-3
PP 407-4 407-4 407-4 407-6
S1 406-2 406-2 408-1 406-7
S2 404-0 404-0 407-7
S3 400-4 402-6 407-4
S4 397-0 399-2 406-5
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
5 408-6 391-0 17-6 4.3% 7-3 1.8% 99% True False 77,635
10 413-2 380-4 32-6 8.0% 9-4 2.3% 85% False False 95,096
20 421-0 379-0 42-0 10.3% 9-4 2.3% 70% False False 110,939
40 424-4 377-4 47-0 11.5% 10-3 2.5% 66% False False 87,376
60 424-4 343-4 81-0 19.8% 10-4 2.6% 80% False False 68,107
80 424-4 319-4 105-0 25.7% 10-2 2.5% 85% False False 56,194
100 424-4 319-4 105-0 25.7% 9-7 2.4% 85% False False 47,604
120 424-4 319-4 105-0 25.7% 9-5 2.4% 85% False False 41,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 423-5
2.618 417-7
1.618 414-3
1.000 412-2
0.618 410-7
HIGH 408-6
0.618 407-3
0.500 407-0
0.382 406-5
LOW 405-2
0.618 403-1
1.000 401-6
1.618 399-5
2.618 396-1
4.250 390-3
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 408-0 406-0
PP 407-4 403-5
S1 407-0 401-1

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

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