CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 426-0 432-4 6-4 1.5% 426-4
High 426-6 435-0 8-2 1.9% 427-6
Low 424-0 424-0 0-0 0.0% 416-4
Close 424-2 428-6 4-4 1.1% 424-2
Range 2-6 11-0 8-2 300.0% 11-2
ATR 8-3 8-4 0-2 2.3% 0-0
Volume 14,082 11,642 -2,440 -17.3% 45,555
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 462-2 456-4 434-6
R3 451-2 445-4 431-6
R2 440-2 440-2 430-6
R1 434-4 434-4 429-6 431-7
PP 429-2 429-2 429-2 428-0
S1 423-4 423-4 427-6 420-7
S2 418-2 418-2 426-6
S3 407-2 412-4 425-6
S4 396-2 401-4 422-6
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 456-5 451-5 430-4
R3 445-3 440-3 427-3
R2 434-1 434-1 426-2
R1 429-1 429-1 425-2 426-0
PP 422-7 422-7 422-7 421-2
S1 417-7 417-7 423-2 414-6
S2 411-5 411-5 422-2
S3 400-3 406-5 421-1
S4 389-1 395-3 418-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 435-0 416-4 18-4 4.3% 6-2 1.4% 66% True False 11,439
10 435-0 403-0 32-0 7.5% 6-2 1.4% 80% True False 11,201
20 435-0 391-6 43-2 10.1% 7-3 1.7% 86% True False 14,730
40 435-0 391-4 43-4 10.1% 8-2 1.9% 86% True False 13,686
60 435-0 380-4 54-4 12.7% 8-4 2.0% 89% True False 11,310
80 435-0 332-0 103-0 24.0% 8-4 2.0% 94% True False 9,624
100 435-0 328-4 106-4 24.8% 7-4 1.8% 94% True False 8,262
120 435-0 328-4 106-4 24.8% 7-1 1.6% 94% True False 7,231
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 481-6
2.618 463-6
1.618 452-6
1.000 446-0
0.618 441-6
HIGH 435-0
0.618 430-6
0.500 429-4
0.382 428-2
LOW 424-0
0.618 417-2
1.000 413-0
1.618 406-2
2.618 395-2
4.250 377-2
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 429-4 427-6
PP 429-2 426-6
S1 429-0 425-6

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

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