CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 432-4 428-2 -4-2 -1.0% 426-4
High 435-0 429-2 -5-6 -1.3% 427-6
Low 424-0 426-4 2-4 0.6% 416-4
Close 428-6 429-0 0-2 0.1% 424-2
Range 11-0 2-6 -8-2 -75.0% 11-2
ATR 8-4 8-1 -0-3 -4.8% 0-0
Volume 11,642 19,409 7,767 66.7% 45,555
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 436-4 435-4 430-4
R3 433-6 432-6 429-6
R2 431-0 431-0 429-4
R1 430-0 430-0 429-2 430-4
PP 428-2 428-2 428-2 428-4
S1 427-2 427-2 428-6 427-6
S2 425-4 425-4 428-4
S3 422-6 424-4 428-2
S4 420-0 421-6 427-4
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% 6-0 1.4% 68% False False 14,340
10 435-0 404-4 30-4 7.1% 5-6 1.3% 80% False False 11,951
20 435-0 391-6 43-2 10.1% 7-0 1.6% 86% False False 14,941
40 435-0 391-4 43-4 10.1% 8-0 1.9% 86% False False 13,926
60 435-0 380-4 54-4 12.7% 8-4 2.0% 89% False False 11,544
80 435-0 333-0 102-0 23.8% 8-3 2.0% 94% False False 9,833
100 435-0 328-4 106-4 24.8% 7-5 1.8% 94% False False 8,442
120 435-0 328-4 106-4 24.8% 7-0 1.6% 94% False False 7,377
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 441-0
2.618 436-4
1.618 433-6
1.000 432-0
0.618 431-0
HIGH 429-2
0.618 428-2
0.500 427-7
0.382 427-4
LOW 426-4
0.618 424-6
1.000 423-6
1.618 422-0
2.618 419-2
4.250 414-6
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 428-5 429-4
PP 428-2 429-3
S1 427-7 429-1

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

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