CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 415-4 409-6 -5-6 -1.4% 422-4
High 415-4 410-0 -5-4 -1.3% 430-4
Low 410-4 398-6 -11-6 -2.9% 398-6
Close 411-2 399-0 -12-2 -3.0% 399-0
Range 5-0 11-2 6-2 125.0% 31-6
ATR 10-5 10-6 0-1 1.3% 0-0
Volume 11,163 15,193 4,030 36.1% 69,639
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 436-3 428-7 405-2
R3 425-1 417-5 402-1
R2 413-7 413-7 401-0
R1 406-3 406-3 400-0 404-4
PP 402-5 402-5 402-5 401-5
S1 395-1 395-1 398-0 393-2
S2 391-3 391-3 397-0
S3 380-1 383-7 395-7
S4 368-7 372-5 392-6
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 504-5 483-5 416-4
R3 472-7 451-7 407-6
R2 441-1 441-1 404-7
R1 420-1 420-1 401-7 414-6
PP 409-3 409-3 409-3 406-6
S1 388-3 388-3 396-1 383-0
S2 377-5 377-5 393-1
S3 345-7 356-5 390-2
S4 314-1 324-7 381-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 430-4 398-6 31-6 8.0% 7-4 1.9% 1% False True 13,927
10 430-4 398-6 31-6 8.0% 8-3 2.1% 1% False True 13,461
20 433-6 391-4 42-2 10.6% 9-1 2.3% 18% False False 12,912
40 433-6 380-4 53-2 13.3% 9-2 2.3% 35% False False 9,846
60 433-6 333-0 100-6 25.3% 8-7 2.2% 66% False False 8,131
80 433-6 328-4 105-2 26.4% 7-6 1.9% 67% False False 6,817
100 433-6 328-4 105-2 26.4% 7-0 1.8% 67% False False 5,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 457-6
2.618 439-4
1.618 428-2
1.000 421-2
0.618 417-0
HIGH 410-0
0.618 405-6
0.500 404-3
0.382 403-0
LOW 398-6
0.618 391-6
1.000 387-4
1.618 380-4
2.618 369-2
4.250 351-0
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 404-3 410-0
PP 402-5 406-3
S1 400-6 402-5

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

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