CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 407-6 415-4 7-6 1.9% 400-0
High 408-6 418-4 9-6 2.4% 408-6
Low 405-2 413-2 8-0 2.0% 393-4
Close 408-4 416-0 7-4 1.8% 408-4
Range 3-4 5-2 1-6 50.0% 15-2
ATR 10-2 10-2 0-0 -0.2% 0-0
Volume 47,989 23,834 -24,155 -50.3% 184,563
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 431-5 429-1 418-7
R3 426-3 423-7 417-4
R2 421-1 421-1 417-0
R1 418-5 418-5 416-4 419-7
PP 415-7 415-7 415-7 416-4
S1 413-3 413-3 415-4 414-5
S2 410-5 410-5 415-0
S3 405-3 408-1 414-4
S4 400-1 402-7 413-1
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 449-3 444-1 416-7
R3 434-1 428-7 412-6
R2 418-7 418-7 411-2
R1 413-5 413-5 409-7 416-2
PP 403-5 403-5 403-5 404-7
S1 398-3 398-3 407-1 401-0
S2 388-3 388-3 405-6
S3 373-1 383-1 404-2
S4 357-7 367-7 400-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-4 391-0 27-4 6.6% 6-1 1.5% 91% True False 63,208
10 418-4 390-4 28-0 6.7% 8-4 2.0% 91% True False 85,636
20 421-0 379-0 42-0 10.1% 9-2 2.2% 88% False False 106,146
40 424-4 377-4 47-0 11.3% 10-2 2.5% 82% False False 87,031
60 424-4 343-4 81-0 19.5% 10-4 2.5% 90% False False 68,170
80 424-4 319-4 105-0 25.2% 10-2 2.5% 92% False False 56,026
100 424-4 319-4 105-0 25.2% 9-7 2.4% 92% False False 47,717
120 424-4 319-4 105-0 25.2% 9-4 2.3% 92% False False 41,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 440-6
2.618 432-2
1.618 427-0
1.000 423-6
0.618 421-6
HIGH 418-4
0.618 416-4
0.500 415-7
0.382 415-2
LOW 413-2
0.618 410-0
1.000 408-0
1.618 404-6
2.618 399-4
4.250 391-0
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 416-0 413-7
PP 415-7 411-5
S1 415-7 409-4

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

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