CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 428-4 432-6 4-2 1.0% 411-4
High 435-0 434-4 -0-4 -0.1% 430-0
Low 428-4 431-6 3-2 0.8% 409-4
Close 434-0 432-2 -1-6 -0.4% 431-2
Range 6-4 2-6 -3-6 -57.7% 20-4
ATR 7-7 7-4 -0-3 -4.7% 0-0
Volume 1,939 1,458 -481 -24.8% 16,464
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 441-1 439-3 433-6
R3 438-3 436-5 433-0
R2 435-5 435-5 432-6
R1 433-7 433-7 432-4 433-3
PP 432-7 432-7 432-7 432-4
S1 431-1 431-1 432-0 430-5
S2 430-1 430-1 431-6
S3 427-3 428-3 431-4
S4 424-5 425-5 430-6
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 485-1 478-5 442-4
R3 464-5 458-1 436-7
R2 444-1 444-1 435-0
R1 437-5 437-5 433-1 440-7
PP 423-5 423-5 423-5 425-2
S1 417-1 417-1 429-3 420-3
S2 403-1 403-1 427-4
S3 382-5 396-5 425-5
S4 362-1 376-1 420-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 435-0 409-4 25-4 5.9% 7-0 1.6% 89% False False 3,024
10 435-0 409-4 25-4 5.9% 5-3 1.2% 89% False False 2,462
20 445-0 409-4 35-4 8.2% 6-0 1.4% 64% False False 2,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 446-2
2.618 441-6
1.618 439-0
1.000 437-2
0.618 436-2
HIGH 434-4
0.618 433-4
0.500 433-1
0.382 432-6
LOW 431-6
0.618 430-0
1.000 429-0
1.618 427-2
2.618 424-4
4.250 420-0
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 433-1 430-5
PP 432-7 428-7
S1 432-4 427-2

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

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