CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 422-2 425-4 3-2 0.8% 408-0
High 429-4 429-0 -0-4 -0.1% 425-2
Low 422-2 425-4 3-2 0.8% 400-4
Close 428-4 427-2 -1-2 -0.3% 425-0
Range 7-2 3-4 -3-6 -51.7% 24-6
ATR 10-0 9-4 -0-4 -4.6% 0-0
Volume 16,261 10,192 -6,069 -37.3% 57,868
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 437-6 436-0 429-1
R3 434-2 432-4 428-2
R2 430-6 430-6 427-7
R1 429-0 429-0 427-5 429-7
PP 427-2 427-2 427-2 427-6
S1 425-4 425-4 426-7 426-3
S2 423-6 423-6 426-5
S3 420-2 422-0 426-2
S4 416-6 418-4 425-3
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 491-1 482-7 438-5
R3 466-3 458-1 431-6
R2 441-5 441-5 429-4
R1 433-3 433-3 427-2 437-4
PP 416-7 416-7 416-7 419-0
S1 408-5 408-5 422-6 412-6
S2 392-1 392-1 420-4
S3 367-3 383-7 418-2
S4 342-5 359-1 411-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 429-4 400-4 29-0 6.8% 9-1 2.1% 92% False False 12,790
10 429-6 400-4 29-2 6.8% 7-5 1.8% 91% False False 11,509
20 441-0 400-4 40-4 9.5% 8-5 2.0% 66% False False 12,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 443-7
2.618 438-1
1.618 434-5
1.000 432-4
0.618 431-1
HIGH 429-0
0.618 427-5
0.500 427-2
0.382 426-7
LOW 425-4
0.618 423-3
1.000 422-0
1.618 419-7
2.618 416-3
4.250 410-5
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 427-2 425-1
PP 427-2 422-7
S1 427-2 420-6

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

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