CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 410-4 385-0 -25-4 -6.2% 388-4
High 410-6 390-0 -20-6 -5.1% 423-4
Low 388-6 381-6 -7-0 -1.8% 388-0
Close 390-0 383-0 -7-0 -1.8% 409-2
Range 22-0 8-2 -13-6 -62.5% 35-4
ATR 12-7 12-4 -0-3 -2.6% 0-0
Volume 38,195 37,678 -517 -1.4% 157,991
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 409-5 404-5 387-4
R3 401-3 396-3 385-2
R2 393-1 393-1 384-4
R1 388-1 388-1 383-6 386-4
PP 384-7 384-7 384-7 384-1
S1 379-7 379-7 382-2 378-2
S2 376-5 376-5 381-4
S3 368-3 371-5 380-6
S4 360-1 363-3 378-4
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 513-3 496-7 428-6
R3 477-7 461-3 419-0
R2 442-3 442-3 415-6
R1 425-7 425-7 412-4 434-1
PP 406-7 406-7 406-7 411-0
S1 390-3 390-3 406-0 398-5
S2 371-3 371-3 402-6
S3 335-7 354-7 399-4
S4 300-3 319-3 389-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-4 381-6 41-6 10.9% 14-2 3.7% 3% False True 37,903
10 423-4 381-0 42-4 11.1% 11-1 2.9% 5% False False 32,171
20 423-4 343-4 80-0 20.9% 11-0 2.9% 49% False False 29,569
40 423-4 319-4 104-0 27.2% 10-2 2.7% 61% False False 25,011
60 423-4 319-4 104-0 27.2% 9-5 2.5% 61% False False 21,090
80 423-4 319-4 104-0 27.2% 9-2 2.4% 61% False False 18,614
100 480-0 319-4 160-4 41.9% 8-5 2.3% 40% False False 16,616
120 483-4 319-4 164-0 42.8% 8-3 2.2% 39% False False 14,847
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 1-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 425-0
2.618 411-5
1.618 403-3
1.000 398-2
0.618 395-1
HIGH 390-0
0.618 386-7
0.500 385-7
0.382 384-7
LOW 381-6
0.618 376-5
1.000 373-4
1.618 368-3
2.618 360-1
4.250 346-6
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 385-7 402-5
PP 384-7 396-1
S1 384-0 389-4

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

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