CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	397-4	396-0	-1-4	-0.4%	441-0
High	402-0	397-4	-4-4	-1.1%	441-4
Low	397-4	390-0	-7-4	-1.9%	389-0
Close	401-0	391-4	-9-4	-2.4%	391-4
Range	4-4	7-4	3-0	66.7%	52-4
ATR	9-6	9-7	0-1	0.9%	0-0
Volume	52,662	25,719	-26,943	-51.2%	167,889

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	415-4	411-0	395-5
R3	408-0	403-4	393-4
R2	400-4	400-4	392-7
R1	396-0	396-0	392-2	394-4
PP	393-0	393-0	393-0	392-2
S1	388-4	388-4	390-6	387-0
S2	385-4	385-4	390-1
S3	378-0	381-0	389-4
S4	370-4	373-4	387-3

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	564-7	530-5	420-3
R3	512-3	478-1	406-0
R2	459-7	459-7	401-1
R1	425-5	425-5	396-2	416-4
PP	407-3	407-3	407-3	402-6
S1	373-1	373-1	386-6	364-0
S2	354-7	354-7	381-7
S3	302-3	320-5	377-0
S4	249-7	268-1	362-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441-4	389-0	52-4	13.4%	6-7	1.7%	5%	False	False	33,577
10	443-0	389-0	54-0	13.8%	6-6	1.7%	5%	False	False	25,664
20	443-0	389-0	54-0	13.8%	6-3	1.6%	5%	False	False	17,310
40	443-0	389-0	54-0	13.8%	7-4	1.9%	5%	False	False	15,165

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	1-6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	429-3
2.618	417-1
1.618	409-5
1.000	405-0
0.618	402-1
HIGH	397-4
0.618	394-5
0.500	393-6
0.382	392-7
LOW	390-0
0.618	385-3
1.000	382-4
1.618	377-7
2.618	370-3
4.250	358-1

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	393-6	396-6
PP	393-0	395-0
S1	392-2	393-2

Download as Excel Spreadsheet

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

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