CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 402-0 407-0 5-0 1.2% 386-4
High 410-0 409-6 -0-2 -0.1% 406-0
Low 401-6 400-6 -1-0 -0.2% 379-0
Close 408-4 407-4 -1-0 -0.2% 404-4
Range 8-2 9-0 0-6 9.1% 27-0
ATR 11-2 11-1 -0-1 -1.4% 0-0
Volume 128,327 94,622 -33,705 -26.3% 607,939
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 433-0 429-2 412-4
R3 424-0 420-2 410-0
R2 415-0 415-0 409-1
R1 411-2 411-2 408-3 413-1
PP 406-0 406-0 406-0 407-0
S1 402-2 402-2 406-5 404-1
S2 397-0 397-0 405-7
S3 388-0 393-2 405-0
S4 379-0 384-2 402-4
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% 11-3 2.8% 92% False False 114,755
10 412-4 379-0 33-4 8.2% 9-3 2.3% 85% False False 119,373
20 424-4 379-0 45-4 11.2% 10-1 2.5% 63% False False 107,063
40 424-4 377-4 47-0 11.5% 11-1 2.7% 64% False False 80,796
60 424-4 330-0 94-4 23.2% 10-7 2.7% 82% False False 62,225
80 424-4 319-4 105-0 25.8% 10-2 2.5% 84% False False 51,213
100 424-4 319-4 105-0 25.8% 10-0 2.4% 84% False False 43,393
120 424-4 319-4 105-0 25.8% 9-4 2.3% 84% False False 38,156
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 448-0
2.618 433-2
1.618 424-2
1.000 418-6
0.618 415-2
HIGH 409-6
0.618 406-2
0.500 405-2
0.382 404-2
LOW 400-6
0.618 395-2
1.000 391-6
1.618 386-2
2.618 377-2
4.250 362-4
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 406-6 405-1
PP 406-0 402-5
S1 405-2 400-2

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

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