CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 417-0 418-0 1-0 0.2% 422-2
High 419-0 425-0 6-0 1.4% 432-0
Low 411-0 416-4 5-4 1.3% 411-0
Close 417-4 419-6 2-2 0.5% 417-4
Range 8-0 8-4 0-4 6.3% 21-0
ATR 9-6 9-5 -0-1 -0.9% 0-0
Volume 10,962 9,772 -1,190 -10.9% 59,815
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 445-7 441-3 424-3
R3 437-3 432-7 422-1
R2 428-7 428-7 421-2
R1 424-3 424-3 420-4 426-5
PP 420-3 420-3 420-3 421-4
S1 415-7 415-7 419-0 418-1
S2 411-7 411-7 418-2
S3 403-3 407-3 417-3
S4 394-7 398-7 415-1
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% 7-4 1.8% 42% False False 10,665
10 432-0 400-4 31-4 7.5% 8-2 2.0% 61% False False 11,559
20 439-0 400-4 38-4 9.2% 8-7 2.1% 50% False False 12,573
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461-1
2.618 447-2
1.618 438-6
1.000 433-4
0.618 430-2
HIGH 425-0
0.618 421-6
0.500 420-6
0.382 419-6
LOW 416-4
0.618 411-2
1.000 408-0
1.618 402-6
2.618 394-2
4.250 380-3
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 420-6 419-1
PP 420-3 418-5
S1 420-1 418-0

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

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