CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 423-4 418-0 -5-4 -1.3% 415-4
High 426-0 419-4 -6-4 -1.5% 418-4
Low 413-4 415-6 2-2 0.5% 406-0
Close 418-4 418-6 0-2 0.1% 414-4
Range 12-4 3-6 -8-6 -70.0% 12-4
ATR 9-6 9-2 -0-3 -4.4% 0-0
Volume 56,667 140,553 83,886 148.0% 248,995
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 429-2 427-6 420-6
R3 425-4 424-0 419-6
R2 421-6 421-6 419-4
R1 420-2 420-2 419-1 421-0
PP 418-0 418-0 418-0 418-3
S1 416-4 416-4 418-3 417-2
S2 414-2 414-2 418-0
S3 410-4 412-6 417-6
S4 406-6 409-0 416-6
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 450-4 445-0 421-3
R3 438-0 432-4 418-0
R2 425-4 425-4 416-6
R1 420-0 420-0 415-5 416-4
PP 413-0 413-0 413-0 411-2
S1 407-4 407-4 413-3 404-0
S2 400-4 400-4 412-2
S3 388-0 395-0 411-0
S4 375-4 382-4 407-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 426-0 406-0 20-0 4.8% 7-2 1.7% 64% False False 84,476
10 426-0 391-0 35-0 8.4% 6-6 1.6% 79% False False 73,842
20 426-0 379-0 47-0 11.2% 8-3 2.0% 85% False False 93,887
40 426-0 379-0 47-0 11.2% 9-4 2.3% 85% False False 91,796
60 426-0 372-0 54-0 12.9% 10-1 2.4% 87% False False 72,944
80 426-0 322-6 103-2 24.7% 10-3 2.5% 93% False False 60,064
100 426-0 319-4 106-4 25.4% 9-6 2.3% 93% False False 51,206
120 426-0 319-4 106-4 25.4% 9-5 2.3% 93% False False 44,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 435-4
2.618 429-3
1.618 425-5
1.000 423-2
0.618 421-7
HIGH 419-4
0.618 418-1
0.500 417-5
0.382 417-1
LOW 415-6
0.618 413-3
1.000 412-0
1.618 409-5
2.618 405-7
4.250 399-6
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 418-3 419-6
PP 418-0 419-3
S1 417-5 419-1

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

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