CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 393-4 402-0 8-4 2.2% 386-4
High 406-0 410-0 4-0 1.0% 406-0
Low 390-4 401-6 11-2 2.9% 379-0
Close 404-4 408-4 4-0 1.0% 404-4
Range 15-4 8-2 -7-2 -46.8% 27-0
ATR 11-4 11-2 -0-2 -2.0% 0-0
Volume 133,720 128,327 -5,393 -4.0% 607,939
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 431-4 428-2 413-0
R3 423-2 420-0 410-6
R2 415-0 415-0 410-0
R1 411-6 411-6 409-2 413-3
PP 406-6 406-6 406-6 407-4
S1 403-4 403-4 407-6 405-1
S2 398-4 398-4 407-0
S3 390-2 395-2 406-2
S4 382-0 387-0 404-0
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 477-4 468-0 419-3
R3 450-4 441-0 411-7
R2 423-4 423-4 409-4
R1 414-0 414-0 407-0 418-6
PP 396-4 396-4 396-4 398-7
S1 387-0 387-0 402-0 391-6
S2 369-4 369-4 399-4
S3 342-4 360-0 397-1
S4 315-4 333-0 389-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-0 379-0 31-0 7.6% 10-3 2.5% 95% True False 119,395
10 421-0 379-0 42-0 10.3% 9-3 2.3% 70% False False 124,900
20 424-4 379-0 45-4 11.1% 10-0 2.5% 65% False False 104,245
40 424-4 377-4 47-0 11.5% 11-1 2.7% 66% False False 78,960
60 424-4 324-2 100-2 24.5% 10-6 2.6% 84% False False 60,816
80 424-4 319-4 105-0 25.7% 10-2 2.5% 85% False False 50,135
100 424-4 319-4 105-0 25.7% 10-0 2.4% 85% False False 42,627
120 424-4 319-4 105-0 25.7% 9-4 2.3% 85% False False 37,436
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 False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 445-0
2.618 431-5
1.618 423-3
1.000 418-2
0.618 415-1
HIGH 410-0
0.618 406-7
0.500 405-7
0.382 404-7
LOW 401-6
0.618 396-5
1.000 393-4
1.618 388-3
2.618 380-1
4.250 366-6
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 407-5 404-1
PP 406-6 399-5
S1 405-7 395-2

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

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