CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 441-0 412-0 -29-0 -6.6% 441-0
High 441-4 414-0 -27-4 -6.2% 443-0
Low 437-4 411-2 -26-2 -6.0% 434-0
Close 441-2 411-2 -30-0 -6.8% 441-6
Range 4-0 2-6 -1-2 -31.3% 9-0
ATR 7-4 9-1 1-5 21.4% 0-0
Volume 22,696 27,632 4,936 21.7% 88,751
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 420-3 418-5 412-6
R3 417-5 415-7 412-0
R2 414-7 414-7 411-6
R1 413-1 413-1 411-4 412-5
PP 412-1 412-1 412-1 412-0
S1 410-3 410-3 411-0 409-7
S2 409-3 409-3 410-6
S3 406-5 407-5 410-4
S4 403-7 404-7 409-6
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 466-5 463-1 446-6
R3 457-5 454-1 444-2
R2 448-5 448-5 443-3
R1 445-1 445-1 442-5 446-7
PP 439-5 439-5 439-5 440-4
S1 436-1 436-1 440-7 437-7
S2 430-5 430-5 440-1
S3 421-5 427-1 439-2
S4 412-5 418-1 436-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442-4 411-2 31-2 7.6% 5-4 1.3% 0% False True 20,058
10 443-0 411-2 31-6 7.7% 5-4 1.3% 0% False True 17,313
20 443-0 411-0 32-0 7.8% 5-7 1.4% 1% False False 13,291
40 443-0 400-4 42-4 10.3% 7-1 1.7% 25% False False 13,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 425-6
2.618 421-2
1.618 418-4
1.000 416-6
0.618 415-6
HIGH 414-0
0.618 413-0
0.500 412-5
0.382 412-2
LOW 411-2
0.618 409-4
1.000 408-4
1.618 406-6
2.618 404-0
4.250 399-4
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 412-5 426-7
PP 412-1 421-5
S1 411-6 416-4

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

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