CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 338-0 330-4 -7-4 -2.2% 344-0
High 339-0 332-4 -6-4 -1.9% 351-0
Low 330-4 329-2 -1-2 -0.4% 334-6
Close 332-4 332-4 0-0 0.0% 342-6
Range 8-4 3-2 -5-2 -61.8% 16-2
ATR 9-6 9-2 -0-4 -4.7% 0-0
Volume 37,201 17,803 -19,398 -52.1% 66,674
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 341-1 340-1 334-2
R3 337-7 336-7 333-3
R2 334-5 334-5 333-1
R1 333-5 333-5 332-6 334-1
PP 331-3 331-3 331-3 331-6
S1 330-3 330-3 332-2 330-7
S2 328-1 328-1 331-7
S3 324-7 327-1 331-5
S4 321-5 323-7 330-6
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 391-5 383-3 351-6
R3 375-3 367-1 347-2
R2 359-1 359-1 345-6
R1 350-7 350-7 344-2 346-7
PP 342-7 342-7 342-7 340-6
S1 334-5 334-5 341-2 330-5
S2 326-5 326-5 339-6
S3 310-3 318-3 338-2
S4 294-1 302-1 333-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 345-4 329-2 16-2 4.9% 7-3 2.2% 20% False True 18,542
10 351-0 329-2 21-6 6.5% 7-3 2.2% 15% False True 15,714
20 364-0 326-0 38-0 11.4% 8-0 2.4% 17% False False 14,838
40 388-0 326-0 62-0 18.6% 8-1 2.4% 10% False False 12,704
60 480-0 326-0 154-0 46.3% 7-6 2.3% 4% False False 11,800
80 483-4 326-0 157-4 47.4% 7-5 2.3% 4% False False 10,215
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 346-2
2.618 341-0
1.618 337-6
1.000 335-6
0.618 334-4
HIGH 332-4
0.618 331-2
0.500 330-7
0.382 330-4
LOW 329-2
0.618 327-2
1.000 326-0
1.618 324-0
2.618 320-6
4.250 315-4
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 332-0 336-1
PP 331-3 334-7
S1 330-7 333-6

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

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