CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 341-0 344-0 3-0 0.9% 374-4
High 349-0 347-0 -2-0 -0.6% 388-0
Low 341-0 343-0 2-0 0.6% 340-0
Close 344-0 344-4 0-4 0.1% 340-0
Range 8-0 4-0 -4-0 -50.0% 48-0
ATR 11-4 11-0 -0-4 -4.7% 0-0
Volume 16,968 22,789 5,821 34.3% 52,742
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 356-7 354-5 346-6
R3 352-7 350-5 345-5
R2 348-7 348-7 345-2
R1 346-5 346-5 344-7 347-6
PP 344-7 344-7 344-7 345-3
S1 342-5 342-5 344-1 343-6
S2 340-7 340-7 343-6
S3 336-7 338-5 343-3
S4 332-7 334-5 342-2
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 500-0 468-0 366-3
R3 452-0 420-0 353-2
R2 404-0 404-0 348-6
R1 372-0 372-0 344-3 364-0
PP 356-0 356-0 356-0 352-0
S1 324-0 324-0 335-5 316-0
S2 308-0 308-0 331-2
S3 260-0 276-0 326-6
S4 212-0 228-0 313-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-4 340-0 40-4 11.8% 10-3 3.0% 11% False False 14,691
10 388-0 336-0 52-0 15.1% 9-4 2.8% 16% False False 12,363
20 388-0 328-6 59-2 17.2% 8-7 2.6% 27% False False 11,867
40 443-0 328-6 114-2 33.2% 7-4 2.2% 14% False False 11,184
60 483-4 328-6 154-6 44.9% 7-4 2.2% 10% False False 9,193
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 364-0
2.618 357-4
1.618 353-4
1.000 351-0
0.618 349-4
HIGH 347-0
0.618 345-4
0.500 345-0
0.382 344-4
LOW 343-0
0.618 340-4
1.000 339-0
1.618 336-4
2.618 332-4
4.250 326-0
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 345-0 346-4
PP 344-7 345-7
S1 344-5 345-1

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

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