CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 411-0 418-2 7-2 1.8% 412-4
High 415-4 418-6 3-2 0.8% 424-0
Low 411-0 416-4 5-4 1.3% 403-0
Close 415-2 418-6 3-4 0.8% 408-4
Range 4-4 2-2 -2-2 -50.0% 21-0
ATR 9-3 9-0 -0-3 -4.5% 0-0
Volume 6,446 6,222 -224 -3.5% 73,899
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 424-6 424-0 420-0
R3 422-4 421-6 419-3
R2 420-2 420-2 419-1
R1 419-4 419-4 419-0 419-7
PP 418-0 418-0 418-0 418-2
S1 417-2 417-2 418-4 417-5
S2 415-6 415-6 418-3
S3 413-4 415-0 418-1
S4 411-2 412-6 417-4
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 474-7 462-5 420-0
R3 453-7 441-5 414-2
R2 432-7 432-7 412-3
R1 420-5 420-5 410-3 416-2
PP 411-7 411-7 411-7 409-5
S1 399-5 399-5 406-5 395-2
S2 390-7 390-7 404-5
S3 369-7 378-5 402-6
S4 348-7 357-5 397-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-6 403-0 15-6 3.8% 6-2 1.5% 100% True False 10,964
10 424-0 402-4 21-4 5.1% 7-6 1.8% 76% False False 14,445
20 430-4 391-6 38-6 9.3% 7-7 1.9% 70% False False 15,539
40 433-6 386-4 47-2 11.3% 8-7 2.1% 68% False False 13,263
60 433-6 352-4 81-2 19.4% 8-7 2.1% 82% False False 10,827
80 433-6 328-4 105-2 25.1% 8-2 2.0% 86% False False 9,146
100 433-6 328-4 105-2 25.1% 7-4 1.8% 86% False False 7,813
120 433-6 328-4 105-2 25.1% 6-7 1.7% 86% False False 6,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 428-2
2.618 424-5
1.618 422-3
1.000 421-0
0.618 420-1
HIGH 418-6
0.618 417-7
0.500 417-5
0.382 417-3
LOW 416-4
0.618 415-1
1.000 414-2
1.618 412-7
2.618 410-5
4.250 407-0
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 418-3 416-3
PP 418-0 414-0
S1 417-5 411-5

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

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