CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	428-0	436-2	8-2	1.9%	418-0
High	428-0	437-0	9-0	2.1%	428-0
Low	425-4	433-0	7-4	1.8%	414-2
Close	428-2	434-6	6-4	1.5%	428-2
Range	2-4	4-0	1-4	60.0%	13-6
ATR	8-6	8-6	0-0	0.0%	0-0
Volume	5,552	2,597	-2,955	-53.2%	30,274

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	446-7	444-7	437-0
R3	442-7	440-7	435-7
R2	438-7	438-7	435-4
R1	436-7	436-7	435-1	435-7
PP	434-7	434-7	434-7	434-4
S1	432-7	432-7	434-3	431-7
S2	430-7	430-7	434-0
S3	426-7	428-7	433-5
S4	422-7	424-7	432-4

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	464-6	460-2	435-6
R3	451-0	446-4	432-0
R2	437-2	437-2	430-6
R1	432-6	432-6	429-4	435-0
PP	423-4	423-4	423-4	424-5
S1	419-0	419-0	427-0	421-2
S2	409-6	409-6	425-6
S3	396-0	405-2	424-4
S4	382-2	391-4	420-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	437-0	414-2	22-6	5.2%	5-3	1.2%	90%	True	False	6,574
10	437-0	411-0	26-0	6.0%	6-2	1.4%	91%	True	False	9,268
20	439-0	400-4	38-4	8.9%	7-3	1.7%	89%	False	False	10,496

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	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	454-0
2.618	447-4
1.618	443-4
1.000	441-0
0.618	439-4
HIGH	437-0
0.618	435-4
0.500	435-0
0.382	434-4
LOW	433-0
0.618	430-4
1.000	429-0
1.618	426-4
2.618	422-4
4.250	416-0

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	435-0	432-5
PP	434-7	430-5
S1	434-7	428-4

Download as Excel Spreadsheet

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

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