CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 337-0 325-0 -12-0 -3.6% 330-4
High 340-0 329-4 -10-4 -3.1% 361-2
Low 330-0 324-2 -5-6 -1.7% 329-0
Close 331-4 329-2 -2-2 -0.7% 331-4
Range 10-0 5-2 -4-6 -47.5% 32-2
ATR 11-0 10-6 -0-2 -2.4% 0-0
Volume 14,367 10,078 -4,289 -29.9% 112,389
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 343-3 341-5 332-1
R3 338-1 336-3 330-6
R2 332-7 332-7 330-2
R1 331-1 331-1 329-6 332-0
PP 327-5 327-5 327-5 328-1
S1 325-7 325-7 328-6 326-6
S2 322-3 322-3 328-2
S3 317-1 320-5 327-6
S4 311-7 315-3 326-3
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 437-3 416-5 349-2
R3 405-1 384-3 340-3
R2 372-7 372-7 337-3
R1 352-1 352-1 334-4 362-4
PP 340-5 340-5 340-5 345-6
S1 319-7 319-7 328-4 330-2
S2 308-3 308-3 325-5
S3 276-1 287-5 322-5
S4 243-7 255-3 313-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 361-2 324-2 37-0 11.2% 13-2 4.0% 14% False True 22,211
10 361-2 319-4 41-6 12.7% 9-7 3.0% 23% False False 18,447
20 361-2 319-4 41-6 12.7% 8-5 2.6% 23% False False 18,178
40 388-0 319-4 68-4 20.8% 8-5 2.6% 14% False False 15,145
60 418-0 319-4 98-4 29.9% 8-1 2.5% 10% False False 14,088
80 483-4 319-4 164-0 49.8% 7-7 2.4% 6% False False 12,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 351-6
2.618 343-2
1.618 338-0
1.000 334-6
0.618 332-6
HIGH 329-4
0.618 327-4
0.500 326-7
0.382 326-2
LOW 324-2
0.618 321-0
1.000 319-0
1.618 315-6
2.618 310-4
4.250 302-0
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 328-4 334-3
PP 327-5 332-5
S1 326-7 331-0

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

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