CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	432-6	436-4	3-6	0.9%	411-4
High	434-4	437-4	3-0	0.7%	430-0
Low	431-6	430-6	-1-0	-0.2%	409-4
Close	432-2	435-4	3-2	0.8%	431-2
Range	2-6	6-6	4-0	145.5%	20-4
ATR	7-4	7-4	0-0	-0.8%	0-0
Volume	1,458	1,484	26	1.8%	16,464

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	454-7	451-7	439-2
R3	448-1	445-1	437-3
R2	441-3	441-3	436-6
R1	438-3	438-3	436-1	436-4
PP	434-5	434-5	434-5	433-5
S1	431-5	431-5	434-7	429-6
S2	427-7	427-7	434-2
S3	421-1	424-7	433-5
S4	414-3	418-1	431-6

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	437-4	409-4	28-0	6.4%	7-6	1.8%	93%	True	False	2,399
10	437-4	409-4	28-0	6.4%	5-5	1.3%	93%	True	False	2,378
20	445-0	409-4	35-4	8.2%	6-1	1.4%	73%	False	False	2,377

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	466-2
2.618	455-1
1.618	448-3
1.000	444-2
0.618	441-5
HIGH	437-4
0.618	434-7
0.500	434-1
0.382	433-3
LOW	430-6
0.618	426-5
1.000	424-0
1.618	419-7
2.618	413-1
4.250	402-0

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	435-0	434-5
PP	434-5	433-7
S1	434-1	433-0

Download as Excel Spreadsheet

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

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