CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 374-4 378-0 3-4 0.9% 340-0
High 388-0 384-4 -3-4 -0.9% 363-0
Low 373-2 378-0 4-6 1.3% 336-0
Close 382-0 379-0 -3-0 -0.8% 362-2
Range 14-6 6-4 -8-2 -55.9% 27-0
ATR 11-0 10-5 -0-3 -2.9% 0-0
Volume 6,467 12,577 6,110 94.5% 48,270
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 400-0 396-0 382-5
R3 393-4 389-4 380-6
R2 387-0 387-0 380-2
R1 383-0 383-0 379-5 385-0
PP 380-4 380-4 380-4 381-4
S1 376-4 376-4 378-3 378-4
S2 374-0 374-0 377-6
S3 367-4 370-0 377-2
S4 361-0 363-4 375-3
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
5 388-0 336-0 52-0 13.7% 8-5 2.3% 83% False False 10,036
10 388-0 328-6 59-2 15.6% 8-4 2.2% 85% False False 11,567
20 388-0 328-6 59-2 15.6% 7-6 2.0% 85% False False 10,873
40 480-0 328-6 151-2 39.9% 7-2 1.9% 33% False False 10,109
60 483-4 328-6 154-6 40.8% 7-2 1.9% 32% False False 8,654
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 412-1
2.618 401-4
1.618 395-0
1.000 391-0
0.618 388-4
HIGH 384-4
0.618 382-0
0.500 381-2
0.382 380-4
LOW 378-0
0.618 374-0
1.000 371-4
1.618 367-4
2.618 361-0
4.250 350-3
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 381-2 376-1
PP 380-4 373-3
S1 379-6 370-4

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

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