CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 433-0 434-0 1-0 0.2% 418-0
High 433-6 435-2 1-4 0.3% 428-0
Low 424-0 433-0 9-0 2.1% 414-2
Close 432-2 433-0 0-6 0.2% 428-2
Range 9-6 2-2 -7-4 -76.9% 13-6
ATR 8-5 8-2 -0-3 -4.6% 0-0
Volume 12,988 10,427 -2,561 -19.7% 30,274
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 440-4 439-0 434-2
R3 438-2 436-6 433-5
R2 436-0 436-0 433-3
R1 434-4 434-4 433-2 434-1
PP 433-6 433-6 433-6 433-4
S1 432-2 432-2 432-6 431-7
S2 431-4 431-4 432-5
S3 429-2 430-0 432-3
S4 427-0 427-6 431-6
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
5 437-0 424-0 13-0 3.0% 4-2 1.0% 69% False False 8,441
10 437-0 411-0 26-0 6.0% 6-0 1.4% 85% False False 8,957
20 437-0 400-4 36-4 8.4% 6-7 1.6% 89% False False 10,266
40 441-0 399-4 41-4 9.6% 8-0 1.8% 81% False False 12,448
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 0-7
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 444-6
2.618 441-1
1.618 438-7
1.000 437-4
0.618 436-5
HIGH 435-2
0.618 434-3
0.500 434-1
0.382 433-7
LOW 433-0
0.618 431-5
1.000 430-6
1.618 429-3
2.618 427-1
4.250 423-4
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 434-1 431-7
PP 433-6 430-7
S1 433-3 429-6

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

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