CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 349-0 356-0 7-0 2.0% 340-0
High 356-4 363-0 6-4 1.8% 363-0
Low 348-6 353-0 4-2 1.2% 336-0
Close 355-0 362-2 7-2 2.0% 362-2
Range 7-6 10-0 2-2 29.0% 27-0
ATR 9-7 9-7 0-0 0.1% 0-0
Volume 6,458 8,094 1,636 25.3% 48,270
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 389-3 385-7 367-6
R3 379-3 375-7 365-0
R2 369-3 369-3 364-1
R1 365-7 365-7 363-1 367-5
PP 359-3 359-3 359-3 360-2
S1 355-7 355-7 361-3 357-5
S2 349-3 349-3 360-3
S3 339-3 345-7 359-4
S4 329-3 335-7 356-6
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 434-6 425-4 377-1
R3 407-6 398-4 369-5
R2 380-6 380-6 367-2
R1 371-4 371-4 364-6 376-1
PP 353-6 353-6 353-6 356-0
S1 344-4 344-4 359-6 349-1
S2 326-6 326-6 357-2
S3 299-6 317-4 354-7
S4 272-6 290-4 347-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 363-0 336-0 27-0 7.5% 6-6 1.9% 97% True False 9,654
10 363-0 328-6 34-2 9.5% 7-6 2.2% 98% True False 11,489
20 363-0 328-6 34-2 9.5% 7-4 2.1% 98% True False 11,585
40 480-0 328-6 151-2 41.8% 7-0 1.9% 22% False False 9,824
60 483-4 328-6 154-6 42.7% 7-1 2.0% 22% False False 8,580
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 1-1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 405-4
2.618 389-1
1.618 379-1
1.000 373-0
0.618 369-1
HIGH 363-0
0.618 359-1
0.500 358-0
0.382 356-7
LOW 353-0
0.618 346-7
1.000 343-0
1.618 336-7
2.618 326-7
4.250 310-4
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 360-7 358-0
PP 359-3 353-6
S1 358-0 349-4

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

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