CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 430-0 426-4 -3-4 -0.8% 426-4
High 432-2 434-0 1-6 0.4% 427-6
Low 426-4 426-4 0-0 0.0% 416-4
Close 432-0 428-0 -4-0 -0.9% 424-2
Range 5-6 7-4 1-6 30.4% 11-2
ATR 8-0 7-7 0-0 -0.4% 0-0
Volume 11,090 16,914 5,824 52.5% 45,555
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 452-0 447-4 432-1
R3 444-4 440-0 430-0
R2 437-0 437-0 429-3
R1 432-4 432-4 428-6 434-6
PP 429-4 429-4 429-4 430-5
S1 425-0 425-0 427-2 427-2
S2 422-0 422-0 426-5
S3 414-4 417-4 426-0
S4 407-0 410-0 423-7
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
5 435-0 424-0 11-0 2.6% 6-0 1.4% 36% False False 14,627
10 435-0 411-0 24-0 5.6% 5-3 1.3% 71% False False 11,727
20 435-0 391-6 43-2 10.1% 7-1 1.7% 84% False False 14,075
40 435-0 391-6 43-2 10.1% 7-7 1.8% 84% False False 14,030
60 435-0 386-4 48-4 11.3% 8-4 2.0% 86% False False 11,792
80 435-0 333-4 101-4 23.7% 8-3 2.0% 93% False False 10,079
100 435-0 328-4 106-4 24.9% 7-6 1.8% 93% False False 8,671
120 435-0 328-4 106-4 24.9% 7-1 1.7% 93% False False 7,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 465-7
2.618 453-5
1.618 446-1
1.000 441-4
0.618 438-5
HIGH 434-0
0.618 431-1
0.500 430-2
0.382 429-3
LOW 426-4
0.618 421-7
1.000 419-0
1.618 414-3
2.618 406-7
4.250 394-5
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 430-2 430-2
PP 429-4 429-4
S1 428-6 428-6

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

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