CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 334-2 344-0 9-6 2.9% 346-2
High 334-4 352-2 17-6 5.3% 362-2
Low 328-6 340-4 11-6 3.6% 339-0
Close 332-6 352-2 19-4 5.9% 345-2
Range 5-6 11-6 6-0 104.3% 23-2
ATR 9-2 10-0 0-6 8.0% 0-0
Volume 14,296 16,052 1,756 12.3% 44,388
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 383-5 379-5 358-6
R3 371-7 367-7 355-4
R2 360-1 360-1 354-3
R1 356-1 356-1 353-3 358-1
PP 348-3 348-3 348-3 349-2
S1 344-3 344-3 351-1 346-3
S2 336-5 336-5 350-1
S3 324-7 332-5 349-0
S4 313-1 320-7 345-6
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 418-5 405-1 358-0
R3 395-3 381-7 351-5
R2 372-1 372-1 349-4
R1 358-5 358-5 347-3 353-6
PP 348-7 348-7 348-7 346-3
S1 335-3 335-3 343-1 330-4
S2 325-5 325-5 341-0
S3 302-3 312-1 338-7
S4 279-1 288-7 332-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 352-2 328-6 23-4 6.7% 7-6 2.2% 100% True False 11,971
10 362-2 328-6 33-4 9.5% 8-0 2.3% 70% False False 10,391
20 420-0 328-6 91-2 25.9% 6-6 1.9% 26% False False 11,481
40 483-4 328-6 154-6 43.9% 7-1 2.0% 15% False False 8,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 402-2
2.618 383-0
1.618 371-2
1.000 364-0
0.618 359-4
HIGH 352-2
0.618 347-6
0.500 346-3
0.382 345-0
LOW 340-4
0.618 333-2
1.000 328-6
1.618 321-4
2.618 309-6
4.250 290-4
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 350-2 348-3
PP 348-3 344-3
S1 346-3 340-4

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

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