CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 420-0 428-0 8-0 1.9% 422-2
High 424-4 428-0 3-4 0.8% 432-0
Low 420-0 425-4 5-4 1.3% 411-0
Close 425-0 428-2 3-2 0.8% 417-4
Range 4-4 2-4 -2-0 -44.4% 21-0
ATR 9-2 8-6 -0-4 -4.8% 0-0
Volume 5,925 5,552 -373 -6.3% 59,815
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 434-6 434-0 429-5
R3 432-2 431-4 429-0
R2 429-6 429-6 428-6
R1 429-0 429-0 428-4 429-3
PP 427-2 427-2 427-2 427-4
S1 426-4 426-4 428-0 426-7
S2 424-6 424-6 427-6
S3 422-2 424-0 427-4
S4 419-6 421-4 426-7
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
5 428-0 411-0 17-0 4.0% 6-1 1.4% 101% True False 8,247
10 432-0 411-0 21-0 4.9% 7-2 1.7% 82% False False 10,634
20 439-0 400-4 38-4 9.0% 8-0 1.9% 72% False False 11,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 438-5
2.618 434-4
1.618 432-0
1.000 430-4
0.618 429-4
HIGH 428-0
0.618 427-0
0.500 426-6
0.382 426-4
LOW 425-4
0.618 424-0
1.000 423-0
1.618 421-4
2.618 419-0
4.250 414-7
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 427-6 425-7
PP 427-2 423-4
S1 426-6 421-1

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

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