CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	425-4	431-0	5-4	1.3%	408-0
High	429-0	432-0	3-0	0.7%	425-2
Low	425-4	424-4	-1-0	-0.2%	400-4
Close	427-2	429-4	2-2	0.5%	425-0
Range	3-4	7-4	4-0	114.3%	24-6
ATR	9-4	9-3	-0-1	-1.5%	0-0
Volume	10,192	10,715	523	5.1%	57,868

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	451-1	447-7	433-5
R3	443-5	440-3	431-4
R2	436-1	436-1	430-7
R1	432-7	432-7	430-2	430-6
PP	428-5	428-5	428-5	427-5
S1	425-3	425-3	428-6	423-2
S2	421-1	421-1	428-1
S3	413-5	417-7	427-4
S4	406-1	410-3	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	432-0	403-0	29-0	6.8%	8-7	2.1%	91%	True	False	12,463
10	432-0	400-4	31-4	7.3%	7-7	1.8%	92%	True	False	11,576
20	441-0	400-4	40-4	9.4%	8-5	2.0%	72%	False	False	13,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	463-7
2.618	451-5
1.618	444-1
1.000	439-4
0.618	436-5
HIGH	432-0
0.618	429-1
0.500	428-2
0.382	427-3
LOW	424-4
0.618	419-7
1.000	417-0
1.618	412-3
2.618	404-7
4.250	392-5

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	429-1	428-6
PP	428-5	427-7
S1	428-2	427-1

Download as Excel Spreadsheet

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

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