CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 378-4 378-4 0-0 0.0% 379-0
High 382-6 380-4 -2-2 -0.6% 385-0
Low 375-6 375-0 -0-6 -0.2% 373-6
Close 382-6 375-4 -7-2 -1.9% 375-4
Range 7-0 5-4 -1-4 -21.4% 11-2
ATR 9-4 9-3 -0-1 -1.3% 0-0
Volume 25,776 27,931 2,155 8.4% 100,095
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 393-4 390-0 378-4
R3 388-0 384-4 377-0
R2 382-4 382-4 376-4
R1 379-0 379-0 376-0 378-0
PP 377-0 377-0 377-0 376-4
S1 373-4 373-4 375-0 372-4
S2 371-4 371-4 374-4
S3 366-0 368-0 374-0
S4 360-4 362-4 372-4
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 411-7 404-7 381-6
R3 400-5 393-5 378-5
R2 389-3 389-3 377-4
R1 382-3 382-3 376-4 380-2
PP 378-1 378-1 378-1 377-0
S1 371-1 371-1 374-4 369-0
S2 366-7 366-7 373-4
S3 355-5 359-7 372-3
S4 344-3 348-5 369-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388-0 373-6 14-2 3.8% 6-2 1.7% 12% False False 28,302
10 433-6 373-6 60-0 16.0% 7-0 1.9% 3% False False 29,381
20 435-0 373-6 61-2 16.3% 6-1 1.6% 3% False False 20,554
40 435-0 373-6 61-2 16.3% 7-3 1.9% 3% False False 18,548
60 435-0 373-6 61-2 16.3% 8-1 2.2% 3% False False 15,673
80 435-0 352-4 82-4 22.0% 8-2 2.2% 28% False False 13,225
100 435-0 328-4 106-4 28.4% 7-7 2.1% 44% False False 11,397
120 435-0 328-4 106-4 28.4% 7-3 2.0% 44% False False 9,869
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 403-7
2.618 394-7
1.618 389-3
1.000 386-0
0.618 383-7
HIGH 380-4
0.618 378-3
0.500 377-6
0.382 377-1
LOW 375-0
0.618 371-5
1.000 369-4
1.618 366-1
2.618 360-5
4.250 351-5
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 377-6 378-2
PP 377-0 377-3
S1 376-2 376-3

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

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