CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 377-4 385-0 7-4 2.0% 377-4
High 387-4 390-0 2-4 0.6% 387-4
Low 377-4 385-0 7-4 2.0% 372-4
Close 385-2 389-0 3-6 1.0% 385-2
Range 10-0 5-0 -5-0 -50.0% 15-0
ATR 7-6 7-5 -0-2 -2.6% 0-0
Volume 43,454 50,418 6,964 16.0% 204,092
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 403-0 401-0 391-6
R3 398-0 396-0 390-3
R2 393-0 393-0 389-7
R1 391-0 391-0 389-4 392-0
PP 388-0 388-0 388-0 388-4
S1 386-0 386-0 388-4 387-0
S2 383-0 383-0 388-1
S3 378-0 381-0 387-5
S4 373-0 376-0 386-2
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 426-6 421-0 393-4
R3 411-6 406-0 389-3
R2 396-6 396-6 388-0
R1 391-0 391-0 386-5 393-7
PP 381-6 381-6 381-6 383-2
S1 376-0 376-0 383-7 378-7
S2 366-6 366-6 382-4
S3 351-6 361-0 381-1
S4 336-6 346-0 377-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390-0 372-4 17-4 4.5% 6-6 1.7% 94% True False 41,657
10 398-0 372-4 25-4 6.6% 6-3 1.6% 65% False False 49,306
20 398-0 367-4 30-4 7.8% 6-6 1.7% 70% False False 52,196
40 398-0 367-4 30-4 7.8% 6-3 1.6% 70% False False 44,063
60 414-2 367-4 46-6 12.0% 5-7 1.5% 46% False False 37,803
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 411-2
2.618 403-1
1.618 398-1
1.000 395-0
0.618 393-1
HIGH 390-0
0.618 388-1
0.500 387-4
0.382 386-7
LOW 385-0
0.618 381-7
1.000 380-0
1.618 376-7
2.618 371-7
4.250 363-6
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 388-4 386-4
PP 388-0 384-0
S1 387-4 381-4

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

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