CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 422-0 414-0 -8-0 -1.9% 396-6
High 424-0 415-0 -9-0 -2.1% 417-0
Low 414-4 404-4 -10-0 -2.4% 391-6
Close 421-0 407-6 -13-2 -3.1% 415-4
Range 9-4 10-4 1-0 10.5% 25-2
ATR 9-4 10-0 0-4 5.2% 0-0
Volume 16,935 14,148 -2,787 -16.5% 105,408
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 440-5 434-5 413-4
R3 430-1 424-1 410-5
R2 419-5 419-5 409-5
R1 413-5 413-5 408-6 411-3
PP 409-1 409-1 409-1 408-0
S1 403-1 403-1 406-6 400-7
S2 398-5 398-5 405-7
S3 388-1 392-5 404-7
S4 377-5 382-1 402-0
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
5 424-0 402-4 21-4 5.3% 9-2 2.3% 24% False False 17,927
10 424-0 391-6 32-2 7.9% 8-4 2.1% 50% False False 18,258
20 430-4 391-6 38-6 9.5% 8-3 2.0% 41% False False 15,638
40 433-6 386-4 47-2 11.6% 9-3 2.3% 45% False False 12,746
60 433-6 345-4 88-2 21.6% 8-7 2.2% 71% False False 10,346
80 433-6 328-4 105-2 25.8% 8-1 2.0% 75% False False 8,661
100 433-6 328-4 105-2 25.8% 7-4 1.8% 75% False False 7,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 459-5
2.618 442-4
1.618 432-0
1.000 425-4
0.618 421-4
HIGH 415-0
0.618 411-0
0.500 409-6
0.382 408-4
LOW 404-4
0.618 398-0
1.000 394-0
1.618 387-4
2.618 377-0
4.250 359-7
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 409-6 414-2
PP 409-1 412-1
S1 408-3 409-7

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

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