CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 355-4 351-0 -4-4 -1.3% 325-0
High 358-2 357-0 -1-2 -0.3% 353-0
Low 349-4 349-0 -0-4 -0.1% 324-2
Close 354-0 356-6 2-6 0.8% 346-6
Range 8-6 8-0 -0-6 -8.6% 28-6
ATR 10-6 10-4 -0-2 -1.8% 0-0
Volume 18,245 20,042 1,797 9.8% 76,331
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 378-2 375-4 361-1
R3 370-2 367-4 359-0
R2 362-2 362-2 358-2
R1 359-4 359-4 357-4 360-7
PP 354-2 354-2 354-2 355-0
S1 351-4 351-4 356-0 352-7
S2 346-2 346-2 355-2
S3 338-2 343-4 354-4
S4 330-2 335-4 352-3
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 427-5 415-7 362-4
R3 398-7 387-1 354-5
R2 370-1 370-1 352-0
R1 358-3 358-3 349-3 364-2
PP 341-3 341-3 341-3 344-2
S1 329-5 329-5 344-1 335-4
S2 312-5 312-5 341-4
S3 283-7 300-7 338-7
S4 255-1 272-1 331-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-2 335-4 22-6 6.4% 9-6 2.7% 93% False False 22,498
10 358-2 324-2 34-0 9.5% 9-5 2.7% 96% False False 19,566
20 361-2 319-4 41-6 11.7% 9-3 2.6% 89% False False 19,595
40 380-4 319-4 61-0 17.1% 9-0 2.5% 61% False False 17,037
60 388-0 319-4 68-4 19.2% 8-5 2.4% 54% False False 14,982
80 480-0 319-4 160-4 45.0% 8-1 2.3% 23% False False 13,573
100 483-4 319-4 164-0 46.0% 8-0 2.2% 23% False False 12,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 391-0
2.618 378-0
1.618 370-0
1.000 365-0
0.618 362-0
HIGH 357-0
0.618 354-0
0.500 353-0
0.382 352-0
LOW 349-0
0.618 344-0
1.000 341-0
1.618 336-0
2.618 328-0
4.250 315-0
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 355-4 355-1
PP 354-2 353-4
S1 353-0 351-7

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

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