CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 415-0 416-0 1-0 0.2% 400-0
High 418-0 417-4 -0-4 -0.1% 408-6
Low 406-0 413-6 7-6 1.9% 393-4
Close 413-6 414-4 0-6 0.2% 408-4
Range 12-0 3-6 -8-2 -68.8% 15-2
ATR 10-0 9-4 -0-4 -4.5% 0-0
Volume 68,013 81,483 13,470 19.8% 184,563
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 426-4 424-2 416-4
R3 422-6 420-4 415-4
R2 419-0 419-0 415-2
R1 416-6 416-6 414-7 416-0
PP 415-2 415-2 415-2 414-7
S1 413-0 413-0 414-1 412-2
S2 411-4 411-4 413-6
S3 407-6 409-2 413-4
S4 404-0 405-4 412-4
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
5 418-4 405-2 13-2 3.2% 5-6 1.4% 70% False False 59,396
10 418-4 391-0 27-4 6.6% 7-2 1.7% 85% False False 72,485
20 418-4 379-0 39-4 9.5% 8-2 2.0% 90% False False 95,929
40 424-4 379-0 45-4 11.0% 9-7 2.4% 78% False False 89,548
60 424-4 367-0 57-4 13.9% 10-2 2.5% 83% False False 71,120
80 424-4 319-4 105-0 25.3% 10-2 2.5% 90% False False 58,035
100 424-4 319-4 105-0 25.3% 9-6 2.3% 90% False False 49,631
120 424-4 319-4 105-0 25.3% 9-5 2.3% 90% False False 43,126
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 433-4
2.618 427-3
1.618 423-5
1.000 421-2
0.618 419-7
HIGH 417-4
0.618 416-1
0.500 415-5
0.382 415-1
LOW 413-6
0.618 411-3
1.000 410-0
1.618 407-5
2.618 403-7
4.250 397-6
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 415-5 413-5
PP 415-2 412-7
S1 414-7 412-0

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

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