CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 392-4 403-6 11-2 2.9% 396-6
High 405-2 417-0 11-6 2.9% 417-0
Low 392-4 402-4 10-0 2.5% 391-6
Close 404-0 415-4 11-4 2.8% 415-4
Range 12-6 14-4 1-6 13.7% 25-2
ATR 9-7 10-1 0-3 3.4% 0-0
Volume 17,675 27,650 9,975 56.4% 105,408
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 455-1 449-7 423-4
R3 440-5 435-3 419-4
R2 426-1 426-1 418-1
R1 420-7 420-7 416-7 423-4
PP 411-5 411-5 411-5 413-0
S1 406-3 406-3 414-1 409-0
S2 397-1 397-1 412-7
S3 382-5 391-7 411-4
S4 368-1 377-3 407-4
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 483-7 474-7 429-3
R3 458-5 449-5 422-4
R2 433-3 433-3 420-1
R1 424-3 424-3 417-7 428-7
PP 408-1 408-1 408-1 410-2
S1 399-1 399-1 413-1 403-5
S2 382-7 382-7 410-7
S3 357-5 373-7 408-4
S4 332-3 348-5 401-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417-0 391-6 25-2 6.1% 8-4 2.0% 94% True False 21,081
10 430-4 391-6 38-6 9.3% 8-0 1.9% 61% False False 17,504
20 433-6 391-6 42-0 10.1% 8-2 2.0% 57% False False 14,287
40 433-6 386-4 47-2 11.4% 9-3 2.3% 61% False False 11,546
60 433-6 333-4 100-2 24.1% 9-0 2.2% 82% False False 9,520
80 433-6 328-4 105-2 25.3% 8-0 1.9% 83% False False 7,990
100 433-6 328-4 105-2 25.3% 7-3 1.8% 83% False False 6,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 478-5
2.618 455-0
1.618 440-4
1.000 431-4
0.618 426-0
HIGH 417-0
0.618 411-4
0.500 409-6
0.382 408-0
LOW 402-4
0.618 393-4
1.000 388-0
1.618 379-0
2.618 364-4
4.250 340-7
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 413-5 411-6
PP 411-5 408-1
S1 409-6 404-3

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

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