CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 416-0 423-4 7-4 1.8% 415-4
High 417-4 426-0 8-4 2.0% 418-4
Low 413-6 413-4 -0-2 -0.1% 406-0
Close 414-4 418-4 4-0 1.0% 414-4
Range 3-6 12-4 8-6 233.3% 12-4
ATR 9-4 9-6 0-2 2.2% 0-0
Volume 81,483 56,667 -24,816 -30.5% 248,995
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 456-7 450-1 425-3
R3 444-3 437-5 422-0
R2 431-7 431-7 420-6
R1 425-1 425-1 419-5 422-2
PP 419-3 419-3 419-3 417-7
S1 412-5 412-5 417-3 409-6
S2 406-7 406-7 416-2
S3 394-3 400-1 415-0
S4 381-7 387-5 411-5
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 450-4 445-0 421-3
R3 438-0 432-4 418-0
R2 425-4 425-4 416-6
R1 420-0 420-0 415-5 416-4
PP 413-0 413-0 413-0 411-2
S1 407-4 407-4 413-3 404-0
S2 400-4 400-4 412-2
S3 388-0 395-0 411-0
S4 375-4 382-4 407-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 426-0 406-0 20-0 4.8% 7-4 1.8% 63% True False 61,132
10 426-0 391-0 35-0 8.4% 7-4 1.8% 79% True False 69,383
20 426-0 379-0 47-0 11.2% 8-4 2.0% 84% True False 92,292
40 426-0 379-0 47-0 11.2% 9-6 2.3% 84% True False 89,385
60 426-0 367-4 58-4 14.0% 10-2 2.4% 87% True False 71,496
80 426-0 319-6 106-2 25.4% 10-3 2.5% 93% True False 58,485
100 426-0 319-4 106-4 25.4% 9-6 2.3% 93% True False 50,028
120 426-0 319-4 106-4 25.4% 9-5 2.3% 93% True False 43,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 479-1
2.618 458-6
1.618 446-2
1.000 438-4
0.618 433-6
HIGH 426-0
0.618 421-2
0.500 419-6
0.382 418-2
LOW 413-4
0.618 405-6
1.000 401-0
1.618 393-2
2.618 380-6
4.250 360-3
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 419-6 417-5
PP 419-3 416-7
S1 418-7 416-0

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

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