CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 410-0 407-4 -2-4 -0.6% 412-4
High 410-4 416-6 6-2 1.5% 424-0
Low 403-0 407-4 4-4 1.1% 403-0
Close 408-4 410-6 2-2 0.6% 408-4
Range 7-4 9-2 1-6 23.3% 21-0
ATR 9-7 9-7 0-0 -0.4% 0-0
Volume 11,912 11,807 -105 -0.9% 73,899
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 439-3 434-3 415-7
R3 430-1 425-1 413-2
R2 420-7 420-7 412-4
R1 415-7 415-7 411-5 418-3
PP 411-5 411-5 411-5 413-0
S1 406-5 406-5 409-7 409-1
S2 402-3 402-3 409-0
S3 393-1 397-3 408-2
S4 383-7 388-1 405-5
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 474-7 462-5 420-0
R3 453-7 441-5 414-2
R2 432-7 432-7 412-3
R1 420-5 420-5 410-3 416-2
PP 411-7 411-7 411-7 409-5
S1 399-5 399-5 406-5 395-2
S2 390-7 390-7 404-5
S3 369-7 378-5 402-6
S4 348-7 357-5 397-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-0 403-0 21-0 5.1% 8-1 2.0% 37% False False 13,335
10 424-0 391-6 32-2 7.9% 8-4 2.1% 59% False False 17,324
20 430-4 391-6 38-6 9.4% 8-6 2.1% 49% False False 15,950
40 433-6 386-4 47-2 11.5% 9-2 2.3% 51% False False 13,013
60 433-6 352-4 81-2 19.8% 8-7 2.2% 72% False False 10,617
80 433-6 328-4 105-2 25.6% 8-2 2.0% 78% False False 8,900
100 433-6 328-4 105-2 25.6% 7-5 1.8% 78% False False 7,561
120 433-6 328-4 105-2 25.6% 7-0 1.7% 78% False False 6,673
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 456-0
2.618 441-0
1.618 431-6
1.000 426-0
0.618 422-4
HIGH 416-6
0.618 413-2
0.500 412-1
0.382 411-0
LOW 407-4
0.618 401-6
1.000 398-2
1.618 392-4
2.618 383-2
4.250 368-2
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 412-1 410-4
PP 411-5 410-1
S1 411-2 409-7

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

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