CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 319-6 322-6 3-0 0.9% 334-4
High 325-2 331-0 5-6 1.8% 343-0
Low 319-6 322-6 3-0 0.9% 319-4
Close 323-2 328-6 5-4 1.7% 319-6
Range 5-4 8-2 2-6 50.0% 23-4
ATR 8-4 8-4 0-0 -0.3% 0-0
Volume 14,221 11,609 -2,612 -18.4% 112,416
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 352-2 348-6 333-2
R3 344-0 340-4 331-0
R2 335-6 335-6 330-2
R1 332-2 332-2 329-4 334-0
PP 327-4 327-4 327-4 328-3
S1 324-0 324-0 328-0 325-6
S2 319-2 319-2 327-2
S3 311-0 315-6 326-4
S4 302-6 307-4 324-2
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 397-7 382-3 332-5
R3 374-3 358-7 326-2
R2 350-7 350-7 324-0
R1 335-3 335-3 321-7 331-3
PP 327-3 327-3 327-3 325-4
S1 311-7 311-7 317-5 307-7
S2 303-7 303-7 315-4
S3 280-3 288-3 313-2
S4 256-7 264-7 306-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 333-0 319-4 13-4 4.1% 6-2 1.9% 69% False False 18,638
10 345-4 319-4 26-0 7.9% 6-7 2.1% 36% False False 18,590
20 355-6 319-4 36-2 11.0% 7-0 2.1% 26% False False 15,573
40 388-0 319-4 68-4 20.8% 8-0 2.4% 14% False False 13,892
60 440-4 319-4 121-0 36.8% 7-3 2.3% 8% False False 12,837
80 483-4 319-4 164-0 49.9% 7-4 2.3% 6% False False 10,953
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 366-0
2.618 352-5
1.618 344-3
1.000 339-2
0.618 336-1
HIGH 331-0
0.618 327-7
0.500 326-7
0.382 325-7
LOW 322-6
0.618 317-5
1.000 314-4
1.618 309-3
2.618 301-1
4.250 287-6
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 328-1 327-5
PP 327-4 326-3
S1 326-7 325-2

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

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