CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 398-0 392-4 -5-4 -1.4% 422-4
High 398-2 405-2 7-0 1.8% 430-4
Low 391-6 392-4 0-6 0.2% 398-6
Close 394-4 404-0 9-4 2.4% 399-0
Range 6-4 12-6 6-2 96.2% 31-6
ATR 9-5 9-7 0-2 2.4% 0-0
Volume 14,761 17,675 2,914 19.7% 69,639
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 438-7 434-1 411-0
R3 426-1 421-3 407-4
R2 413-3 413-3 406-3
R1 408-5 408-5 405-1 411-0
PP 400-5 400-5 400-5 401-6
S1 395-7 395-7 402-7 398-2
S2 387-7 387-7 401-5
S3 375-1 383-1 400-4
S4 362-3 370-3 397-0
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
5 410-0 391-6 18-2 4.5% 7-7 1.9% 67% False False 18,590
10 430-4 391-6 38-6 9.6% 8-1 2.0% 32% False False 16,634
20 433-6 391-6 42-0 10.4% 8-1 2.0% 29% False False 13,735
40 433-6 386-4 47-2 11.7% 9-2 2.3% 37% False False 10,998
60 433-6 333-4 100-2 24.8% 8-7 2.2% 70% False False 9,110
80 433-6 328-4 105-2 26.1% 8-0 2.0% 72% False False 7,666
100 433-6 328-4 105-2 26.1% 7-2 1.8% 72% False False 6,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 459-4
2.618 438-5
1.618 425-7
1.000 418-0
0.618 413-1
HIGH 405-2
0.618 400-3
0.500 398-7
0.382 397-3
LOW 392-4
0.618 384-5
1.000 379-6
1.618 371-7
2.618 359-1
4.250 338-2
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 402-2 402-1
PP 400-5 400-3
S1 398-7 398-4

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

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