CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 425-0 427-4 2-4 0.6% 428-4
High 430-2 427-4 -2-6 -0.6% 437-4
Low 425-0 423-0 -2-0 -0.5% 421-4
Close 425-4 425-0 -0-4 -0.1% 424-0
Range 5-2 4-4 -0-6 -14.3% 16-0
ATR 7-3 7-2 -0-2 -2.8% 0-0
Volume 2,557 1,178 -1,379 -53.9% 7,113
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 438-5 436-3 427-4
R3 434-1 431-7 426-2
R2 429-5 429-5 425-7
R1 427-3 427-3 425-3 426-2
PP 425-1 425-1 425-1 424-5
S1 422-7 422-7 424-5 421-6
S2 420-5 420-5 424-1
S3 416-1 418-3 423-6
S4 411-5 413-7 422-4
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 475-5 465-7 432-6
R3 459-5 449-7 428-3
R2 443-5 443-5 426-7
R1 433-7 433-7 425-4 430-6
PP 427-5 427-5 427-5 426-1
S1 417-7 417-7 422-4 414-6
S2 411-5 411-5 421-1
S3 395-5 401-7 419-5
S4 379-5 385-7 415-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-4 421-4 16-0 3.8% 4-6 1.1% 22% False False 1,490
10 437-4 409-4 28-0 6.6% 5-7 1.4% 55% False False 2,257
20 445-0 409-4 35-4 8.4% 6-1 1.4% 44% False False 2,132
40 445-0 401-4 43-4 10.2% 6-0 1.4% 54% False False 2,059
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 446-5
2.618 439-2
1.618 434-6
1.000 432-0
0.618 430-2
HIGH 427-4
0.618 425-6
0.500 425-2
0.382 424-6
LOW 423-0
0.618 420-2
1.000 418-4
1.618 415-6
2.618 411-2
4.250 403-7
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 425-2 426-5
PP 425-1 426-1
S1 425-1 425-4

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

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