CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 434-0 441-0 7-0 1.6% 436-2
High 435-2 443-0 7-6 1.8% 437-0
Low 433-0 434-0 1-0 0.2% 424-0
Close 433-0 437-0 4-0 0.9% 433-0
Range 2-2 9-0 6-6 300.0% 13-0
ATR 8-2 8-3 0-1 1.6% 0-0
Volume 10,427 14,529 4,102 39.3% 36,657
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 465-0 460-0 442-0
R3 456-0 451-0 439-4
R2 447-0 447-0 438-5
R1 442-0 442-0 437-7 440-0
PP 438-0 438-0 438-0 437-0
S1 433-0 433-0 436-1 431-0
S2 429-0 429-0 435-3
S3 420-0 424-0 434-4
S4 411-0 415-0 432-0
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 470-3 464-5 440-1
R3 457-3 451-5 436-5
R2 444-3 444-3 435-3
R1 438-5 438-5 434-2 435-0
PP 431-3 431-3 431-3 429-4
S1 425-5 425-5 431-6 422-0
S2 418-3 418-3 430-5
S3 405-3 412-5 429-3
S4 392-3 399-5 425-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 443-0 424-0 19-0 4.3% 5-5 1.3% 68% True False 10,237
10 443-0 411-0 32-0 7.3% 5-7 1.3% 81% True False 9,242
20 443-0 400-4 42-4 9.7% 7-1 1.6% 86% True False 10,566
40 443-0 399-4 43-4 10.0% 7-7 1.8% 86% True False 12,460
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 481-2
2.618 466-4
1.618 457-4
1.000 452-0
0.618 448-4
HIGH 443-0
0.618 439-4
0.500 438-4
0.382 437-4
LOW 434-0
0.618 428-4
1.000 425-0
1.618 419-4
2.618 410-4
4.250 395-6
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 438-4 435-7
PP 438-0 434-5
S1 437-4 433-4

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

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