CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 400-0 400-0 0-0 0.0% 402-0
High 400-0 402-0 2-0 0.5% 413-2
Low 391-0 393-4 2-4 0.6% 391-0
Close 397-6 398-6 1-0 0.3% 397-6
Range 9-0 8-4 -0-4 -5.6% 22-2
ATR 11-2 11-1 -0-2 -1.8% 0-0
Volume 107,646 73,421 -34,225 -31.8% 514,249
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 423-5 419-5 403-3
R3 415-1 411-1 401-1
R2 406-5 406-5 400-2
R1 402-5 402-5 399-4 400-3
PP 398-1 398-1 398-1 397-0
S1 394-1 394-1 398-0 391-7
S2 389-5 389-5 397-2
S3 381-1 385-5 396-3
S4 372-5 377-1 394-1
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 467-3 454-7 410-0
R3 445-1 432-5 403-7
R2 422-7 422-7 401-7
R1 410-3 410-3 399-6 405-4
PP 400-5 400-5 400-5 398-2
S1 388-1 388-1 395-6 383-2
S2 378-3 378-3 393-5
S3 356-1 365-7 391-5
S4 333-7 343-5 385-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-2 391-0 22-2 5.6% 9-4 2.4% 35% False False 91,868
10 413-2 379-0 34-2 8.6% 10-0 2.5% 58% False False 105,632
20 421-0 379-0 42-0 10.5% 10-3 2.6% 47% False False 113,020
40 424-4 377-4 47-0 11.8% 10-7 2.7% 45% False False 86,494
60 424-4 343-4 81-0 20.3% 10-5 2.7% 68% False False 67,199
80 424-4 319-4 105-0 26.3% 10-3 2.6% 75% False False 55,075
100 424-4 319-4 105-0 26.3% 10-1 2.5% 75% False False 46,638
120 424-4 319-4 105-0 26.3% 9-5 2.4% 75% False False 40,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 438-1
2.618 424-2
1.618 415-6
1.000 410-4
0.618 407-2
HIGH 402-0
0.618 398-6
0.500 397-6
0.382 396-6
LOW 393-4
0.618 388-2
1.000 385-0
1.618 379-6
2.618 371-2
4.250 357-3
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 398-3 398-4
PP 398-1 398-1
S1 397-6 397-7

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

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