CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	423-0	417-0	-6-0	-1.4%	422-2
High	423-0	419-0	-4-0	-0.9%	432-0
Low	413-0	411-0	-2-0	-0.5%	411-0
Close	416-6	417-4	0-6	0.2%	417-4
Range	10-0	8-0	-2-0	-20.0%	21-0
ATR	9-7	9-6	-0-1	-1.4%	0-0
Volume	11,685	10,962	-723	-6.2%	59,815

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	439-7	436-5	421-7
R3	431-7	428-5	419-6
R2	423-7	423-7	419-0
R1	420-5	420-5	418-2	422-2
PP	415-7	415-7	415-7	416-5
S1	412-5	412-5	416-6	414-2
S2	407-7	407-7	416-0
S3	399-7	404-5	415-2
S4	391-7	396-5	413-1

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	483-1	471-3	429-0
R3	462-1	450-3	423-2
R2	441-1	441-1	421-3
R1	429-3	429-3	419-3	424-6
PP	420-1	420-1	420-1	417-7
S1	408-3	408-3	415-5	403-6
S2	399-1	399-1	413-5
S3	378-1	387-3	411-6
S4	357-1	366-3	406-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	432-0	411-0	21-0	5.0%	7-2	1.7%	31%	False	True	11,963
10	432-0	400-4	31-4	7.5%	8-0	1.9%	54%	False	False	11,768
20	439-0	400-4	38-4	9.2%	8-5	2.1%	44%	False	False	12,799

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	0-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	453-0
2.618	440-0
1.618	432-0
1.000	427-0
0.618	424-0
HIGH	419-0
0.618	416-0
0.500	415-0
0.382	414-0
LOW	411-0
0.618	406-0
1.000	403-0
1.618	398-0
2.618	390-0
4.250	377-0

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	416-5	421-4
PP	415-7	420-1
S1	415-0	418-7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols