CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 344-0 351-4 7-4 2.2% 347-4
High 352-2 351-4 -0-6 -0.2% 352-2
Low 340-4 339-4 -1-0 -0.3% 328-6
Close 352-2 340-4 -11-6 -3.3% 340-4
Range 11-6 12-0 0-2 2.1% 23-4
ATR 10-0 10-1 0-2 2.0% 0-0
Volume 16,052 18,017 1,965 12.2% 66,620
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 379-7 372-1 347-1
R3 367-7 360-1 343-6
R2 355-7 355-7 342-6
R1 348-1 348-1 341-5 346-0
PP 343-7 343-7 343-7 342-6
S1 336-1 336-1 339-3 334-0
S2 331-7 331-7 338-2
S3 319-7 324-1 337-2
S4 307-7 312-1 333-7
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 411-0 399-2 353-3
R3 387-4 375-6 347-0
R2 364-0 364-0 344-6
R1 352-2 352-2 342-5 346-3
PP 340-4 340-4 340-4 337-4
S1 328-6 328-6 338-3 322-7
S2 317-0 317-0 336-2
S3 293-4 305-2 334-0
S4 270-0 281-6 327-5
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 6.9% 8-7 2.6% 50% False False 13,324
10 362-2 328-6 33-4 9.8% 8-5 2.5% 35% False False 11,100
20 418-0 328-6 89-2 26.2% 7-0 2.1% 13% False False 11,974
40 483-4 328-6 154-6 45.4% 7-2 2.1% 8% False False 9,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 402-4
2.618 382-7
1.618 370-7
1.000 363-4
0.618 358-7
HIGH 351-4
0.618 346-7
0.500 345-4
0.382 344-1
LOW 339-4
0.618 332-1
1.000 327-4
1.618 320-1
2.618 308-1
4.250 288-4
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 345-4 340-4
PP 343-7 340-4
S1 342-1 340-4

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

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