CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 376-0 384-4 8-4 2.3% 343-4
High 385-0 394-4 9-4 2.5% 385-0
Low 372-0 384-0 12-0 3.2% 343-4
Close 374-4 393-0 18-4 4.9% 374-4
Range 13-0 10-4 -2-4 -19.2% 41-4
ATR 11-6 12-3 0-5 5.0% 0-0
Volume 39,519 22,454 -17,065 -43.2% 168,176
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 422-0 418-0 398-6
R3 411-4 407-4 395-7
R2 401-0 401-0 394-7
R1 397-0 397-0 394-0 399-0
PP 390-4 390-4 390-4 391-4
S1 386-4 386-4 392-0 388-4
S2 380-0 380-0 391-1
S3 369-4 376-0 390-1
S4 359-0 365-4 387-2
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 492-1 474-7 397-3
R3 450-5 433-3 385-7
R2 409-1 409-1 382-1
R1 391-7 391-7 378-2 400-4
PP 367-5 367-5 367-5 372-0
S1 350-3 350-3 370-6 359-0
S2 326-1 326-1 366-7
S3 284-5 308-7 363-1
S4 243-1 267-3 351-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 394-4 367-0 27-4 7.0% 11-0 2.8% 95% True False 34,206
10 394-4 343-4 51-0 13.0% 10-5 2.7% 97% True False 25,751
20 394-4 324-2 70-2 17.9% 11-4 2.9% 98% True False 23,663
40 394-4 319-4 75-0 19.1% 9-2 2.4% 98% True False 19,578
60 394-4 319-4 75-0 19.1% 9-1 2.3% 98% True False 17,244
80 439-0 319-4 119-4 30.4% 8-4 2.2% 62% False False 15,685
100 483-4 319-4 164-0 41.7% 8-2 2.1% 45% False False 13,665
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 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 439-1
2.618 422-0
1.618 411-4
1.000 405-0
0.618 401-0
HIGH 394-4
0.618 390-4
0.500 389-2
0.382 388-0
LOW 384-0
0.618 377-4
1.000 373-4
1.618 367-0
2.618 356-4
4.250 339-3
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 391-6 389-6
PP 390-4 386-4
S1 389-2 383-2

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

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