CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 424-2 426-0 1-6 0.4% 407-4
High 426-2 426-6 0-4 0.1% 418-6
Low 416-4 424-0 7-4 1.8% 404-4
Close 423-4 424-2 0-6 0.2% 418-6
Range 9-6 2-6 -7-0 -71.8% 14-2
ATR 8-6 8-3 -0-3 -4.5% 0-0
Volume 12,000 14,082 2,082 17.4% 42,910
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 433-2 431-4 425-6
R3 430-4 428-6 425-0
R2 427-6 427-6 424-6
R1 426-0 426-0 424-4 425-4
PP 425-0 425-0 425-0 424-6
S1 423-2 423-2 424-0 422-6
S2 422-2 422-2 423-6
S3 419-4 420-4 423-4
S4 416-6 417-6 422-6
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
5 427-6 416-4 11-2 2.7% 4-4 1.0% 69% False False 10,355
10 427-6 403-0 24-6 5.8% 6-1 1.4% 86% False False 11,452
20 427-6 391-6 36-0 8.5% 7-1 1.7% 90% False False 14,706
40 433-6 391-4 42-2 10.0% 8-2 2.0% 78% False False 13,596
60 433-6 376-0 57-6 13.6% 8-4 2.0% 84% False False 11,315
80 433-6 328-4 105-2 24.8% 8-3 2.0% 91% False False 9,552
100 433-6 328-4 105-2 24.8% 7-3 1.8% 91% False False 8,201
120 433-6 328-4 105-2 24.8% 7-0 1.6% 91% False False 7,142
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 438-4
2.618 434-0
1.618 431-2
1.000 429-4
0.618 428-4
HIGH 426-6
0.618 425-6
0.500 425-3
0.382 425-0
LOW 424-0
0.618 422-2
1.000 421-2
1.618 419-4
2.618 416-6
4.250 412-2
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 425-3 423-4
PP 425-0 422-6
S1 424-5 422-0

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

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