CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 394-0 399-4 5-4 1.4% 384-4
High 399-6 415-0 15-2 3.8% 400-0
Low 392-6 399-4 6-6 1.7% 381-0
Close 396-6 410-0 13-2 3.3% 383-6
Range 7-0 15-4 8-4 121.4% 19-0
ATR 11-5 12-0 0-4 4.1% 0-0
Volume 23,167 27,271 4,104 17.7% 140,712
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 454-5 447-7 418-4
R3 439-1 432-3 414-2
R2 423-5 423-5 412-7
R1 416-7 416-7 411-3 420-2
PP 408-1 408-1 408-1 409-7
S1 401-3 401-3 408-5 404-6
S2 392-5 392-5 407-1
S3 377-1 385-7 405-6
S4 361-5 370-3 401-4
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 445-2 433-4 394-2
R3 426-2 414-4 389-0
R2 407-2 407-2 387-2
R1 395-4 395-4 385-4 391-7
PP 388-2 388-2 388-2 386-4
S1 376-4 376-4 382-0 372-7
S2 369-2 369-2 380-2
S3 350-2 357-4 378-4
S4 331-2 338-4 373-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415-0 381-0 34-0 8.3% 9-0 2.2% 85% True False 24,446
10 415-0 372-0 43-0 10.5% 9-7 2.4% 88% True False 27,314
20 415-0 335-4 79-4 19.4% 10-2 2.5% 94% True False 26,079
40 415-0 319-4 95-4 23.3% 9-5 2.3% 95% True False 22,192
60 415-0 319-4 95-4 23.3% 9-3 2.3% 95% True False 19,012
80 415-0 319-4 95-4 23.3% 8-6 2.1% 95% True False 17,324
100 483-4 319-4 164-0 40.0% 8-4 2.1% 55% False False 15,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 480-7
2.618 455-5
1.618 440-1
1.000 430-4
0.618 424-5
HIGH 415-0
0.618 409-1
0.500 407-2
0.382 405-3
LOW 399-4
0.618 389-7
1.000 384-0
1.618 374-3
2.618 358-7
4.250 333-5
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 409-1 407-1
PP 408-1 404-3
S1 407-2 401-4

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

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