CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 426-4 425-0 -1-4 -0.4% 407-4
High 427-6 427-4 -0-2 -0.1% 418-6
Low 423-6 424-0 0-2 0.1% 404-4
Close 426-0 427-0 1-0 0.2% 418-6
Range 4-0 3-4 -0-4 -12.5% 14-2
ATR 9-0 8-5 -0-3 -4.4% 0-0
Volume 4,903 14,570 9,667 197.2% 42,910
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 436-5 435-3 428-7
R3 433-1 431-7 428-0
R2 429-5 429-5 427-5
R1 428-3 428-3 427-3 429-0
PP 426-1 426-1 426-1 426-4
S1 424-7 424-7 426-5 425-4
S2 422-5 422-5 426-3
S3 419-1 421-3 426-0
S4 415-5 417-7 425-1
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 456-6 452-0 426-5
R3 442-4 437-6 422-5
R2 428-2 428-2 421-3
R1 423-4 423-4 420-0 425-7
PP 414-0 414-0 414-0 415-2
S1 409-2 409-2 417-4 411-5
S2 399-6 399-6 416-1
S3 385-4 395-0 414-7
S4 371-2 380-6 410-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 427-6 404-4 23-2 5.4% 4-3 1.0% 97% False False 10,115
10 427-6 403-0 24-6 5.8% 6-2 1.5% 97% False False 11,725
20 430-4 391-6 38-6 9.1% 7-1 1.7% 91% False False 14,737
40 433-6 389-2 44-4 10.4% 8-7 2.1% 85% False False 13,267
60 433-6 352-4 81-2 19.0% 8-6 2.1% 92% False False 11,030
80 433-6 328-4 105-2 24.6% 8-2 1.9% 94% False False 9,306
100 433-6 328-4 105-2 24.6% 7-3 1.7% 94% False False 7,980
120 433-6 328-4 105-2 24.6% 7-0 1.6% 94% False False 6,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 442-3
2.618 436-5
1.618 433-1
1.000 431-0
0.618 429-5
HIGH 427-4
0.618 426-1
0.500 425-6
0.382 425-3
LOW 424-0
0.618 421-7
1.000 420-4
1.618 418-3
2.618 414-7
4.250 409-1
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 426-5 425-3
PP 426-1 423-6
S1 425-6 422-1

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

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