CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 351-4 340-0 -11-4 -3.3% 347-4
High 351-4 346-4 -5-0 -1.4% 352-2
Low 339-4 340-0 0-4 0.1% 328-6
Close 340-4 347-0 6-4 1.9% 340-4
Range 12-0 6-4 -5-4 -45.8% 23-4
ATR 10-1 9-7 -0-2 -2.6% 0-0
Volume 18,017 11,982 -6,035 -33.5% 66,620
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 364-0 362-0 350-5
R3 357-4 355-4 348-6
R2 351-0 351-0 348-2
R1 349-0 349-0 347-5 350-0
PP 344-4 344-4 344-4 345-0
S1 342-4 342-4 346-3 343-4
S2 338-0 338-0 345-6
S3 331-4 336-0 345-2
S4 325-0 329-4 343-3
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 6.8% 9-2 2.7% 78% False False 13,956
10 362-2 328-6 33-4 9.7% 8-3 2.4% 54% False False 11,689
20 415-0 328-6 86-2 24.9% 7-1 2.0% 21% False False 12,274
40 483-4 328-6 154-6 44.6% 7-2 2.1% 12% False False 9,500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 374-1
2.618 363-4
1.618 357-0
1.000 353-0
0.618 350-4
HIGH 346-4
0.618 344-0
0.500 343-2
0.382 342-4
LOW 340-0
0.618 336-0
1.000 333-4
1.618 329-4
2.618 323-0
4.250 312-3
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 345-6 346-5
PP 344-4 346-2
S1 343-2 345-7

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

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