CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	28-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	436-2	433-4	-2-6	-0.6%	418-0
High	437-0	435-4	-1-4	-0.3%	428-0
Low	433-0	432-4	-0-4	-0.1%	414-2
Close	434-6	435-4	0-6	0.2%	428-2
Range	4-0	3-0	-1-0	-25.0%	13-6
ATR	8-6	8-3	-0-3	-4.7%	0-0
Volume	2,597	10,645	8,048	309.9%	30,274

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	443-4	442-4	437-1
R3	440-4	439-4	436-3
R2	437-4	437-4	436-0
R1	436-4	436-4	435-6	437-0
PP	434-4	434-4	434-4	434-6
S1	433-4	433-4	435-2	434-0
S2	431-4	431-4	435-0
S3	428-4	430-4	434-5
S4	425-4	427-4	433-7

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%	4-2	1.0%	93%	False	False	6,748
10	437-0	411-0	26-0	6.0%	5-7	1.3%	94%	False	False	8,707
20	439-0	400-4	38-4	8.8%	7-0	1.6%	91%	False	False	10,484

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	True
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	448-2
2.618	443-3
1.618	440-3
1.000	438-4
0.618	437-3
HIGH	435-4
0.618	434-3
0.500	434-0
0.382	433-5
LOW	432-4
0.618	430-5
1.000	429-4
1.618	427-5
2.618	424-5
4.250	419-6

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	435-0	434-1
PP	434-4	432-5
S1	434-0	431-2

Download as Excel Spreadsheet

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

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