CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 427-6 434-0 6-2 1.5% 428-4
High 431-4 434-2 2-6 0.6% 437-4
Low 427-6 431-2 3-4 0.8% 421-4
Close 431-0 434-0 3-0 0.7% 424-0
Range 3-6 3-0 -0-6 -20.0% 16-0
ATR 7-1 6-7 -0-2 -3.9% 0-0
Volume 778 759 -19 -2.4% 7,113
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 442-1 441-1 435-5
R3 439-1 438-1 434-7
R2 436-1 436-1 434-4
R1 435-1 435-1 434-2 435-4
PP 433-1 433-1 433-1 433-3
S1 432-1 432-1 433-6 432-4
S2 430-1 430-1 433-4
S3 427-1 429-1 433-1
S4 424-1 426-1 432-3
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 475-5 465-7 432-6
R3 459-5 449-7 428-3
R2 443-5 443-5 426-7
R1 433-7 433-7 425-4 430-6
PP 427-5 427-5 427-5 426-1
S1 417-7 417-7 422-4 414-6
S2 411-5 411-5 421-1
S3 395-5 401-7 419-5
S4 379-5 385-7 415-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434-2 423-0 11-2 2.6% 3-2 0.8% 98% True False 1,268
10 437-4 419-4 18-0 4.1% 5-0 1.2% 81% False False 1,542
20 445-0 409-4 35-4 8.2% 5-6 1.3% 69% False False 1,958
40 445-0 401-4 43-4 10.0% 6-0 1.4% 75% False False 2,048
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 447-0
2.618 442-1
1.618 439-1
1.000 437-2
0.618 436-1
HIGH 434-2
0.618 433-1
0.500 432-6
0.382 432-3
LOW 431-2
0.618 429-3
1.000 428-2
1.618 426-3
2.618 423-3
4.250 418-4
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 433-5 432-2
PP 433-1 430-3
S1 432-6 428-5

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

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