CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 330-4 332-4 2-0 0.6% 344-0
High 332-4 333-0 0-4 0.2% 351-0
Low 329-2 325-0 -4-2 -1.3% 334-6
Close 332-4 329-0 -3-4 -1.1% 342-6
Range 3-2 8-0 4-6 146.2% 16-2
ATR 9-2 9-1 -0-1 -1.0% 0-0
Volume 17,803 26,030 8,227 46.2% 66,674
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 353-0 349-0 333-3
R3 345-0 341-0 331-2
R2 337-0 337-0 330-4
R1 333-0 333-0 329-6 331-0
PP 329-0 329-0 329-0 328-0
S1 325-0 325-0 328-2 323-0
S2 321-0 321-0 327-4
S3 313-0 317-0 326-6
S4 305-0 309-0 324-5
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
5 345-4 325-0 20-4 6.2% 7-1 2.2% 20% False True 20,542
10 351-0 325-0 26-0 7.9% 7-6 2.4% 15% False True 16,686
20 355-6 325-0 30-6 9.3% 7-7 2.4% 13% False True 15,625
40 388-0 325-0 63-0 19.1% 8-2 2.5% 6% False True 13,066
60 480-0 325-0 155-0 47.1% 7-5 2.3% 3% False True 12,128
80 483-4 325-0 158-4 48.2% 7-5 2.3% 3% False True 10,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 367-0
2.618 354-0
1.618 346-0
1.000 341-0
0.618 338-0
HIGH 333-0
0.618 330-0
0.500 329-0
0.382 328-0
LOW 325-0
0.618 320-0
1.000 317-0
1.618 312-0
2.618 304-0
4.250 291-0
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 329-0 332-0
PP 329-0 331-0
S1 329-0 330-0

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

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