CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 425-0 424-2 -0-6 -0.2% 407-4
High 427-4 426-2 -1-2 -0.3% 418-6
Low 424-0 416-4 -7-4 -1.8% 404-4
Close 427-0 423-4 -3-4 -0.8% 418-6
Range 3-4 9-6 6-2 178.6% 14-2
ATR 8-5 8-6 0-1 1.6% 0-0
Volume 14,570 12,000 -2,570 -17.6% 42,910
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 451-3 447-1 428-7
R3 441-5 437-3 426-1
R2 431-7 431-7 425-2
R1 427-5 427-5 424-3 424-7
PP 422-1 422-1 422-1 420-6
S1 417-7 417-7 422-5 415-1
S2 412-3 412-3 421-6
S3 402-5 408-1 420-7
S4 392-7 398-3 418-1
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
5 427-6 411-0 16-6 4.0% 4-6 1.1% 75% False False 8,828
10 427-6 403-0 24-6 5.8% 6-7 1.6% 83% False False 11,737
20 427-6 391-6 36-0 8.5% 7-2 1.7% 88% False False 14,531
40 433-6 391-4 42-2 10.0% 8-6 2.1% 76% False False 13,394
60 433-6 376-0 57-6 13.6% 8-6 2.1% 82% False False 11,200
80 433-6 328-4 105-2 24.9% 8-3 2.0% 90% False False 9,425
100 433-6 328-4 105-2 24.9% 7-3 1.8% 90% False False 8,081
120 433-6 328-4 105-2 24.9% 7-0 1.6% 90% False False 7,035
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 1-0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 467-6
2.618 451-6
1.618 442-0
1.000 436-0
0.618 432-2
HIGH 426-2
0.618 422-4
0.500 421-3
0.382 420-2
LOW 416-4
0.618 410-4
1.000 406-6
1.618 400-6
2.618 391-0
4.250 375-0
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 422-6 423-0
PP 422-1 422-5
S1 421-3 422-1

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

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