CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 385-0 377-4 -7-4 -1.9% 388-4
High 390-0 384-0 -6-0 -1.5% 423-4
Low 381-6 377-4 -4-2 -1.1% 388-0
Close 383-0 381-4 -1-4 -0.4% 409-2
Range 8-2 6-4 -1-6 -21.2% 35-4
ATR 12-4 12-1 -0-3 -3.4% 0-0
Volume 37,678 37,640 -38 -0.1% 157,991
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 400-4 397-4 385-1
R3 394-0 391-0 383-2
R2 387-4 387-4 382-6
R1 384-4 384-4 382-1 386-0
PP 381-0 381-0 381-0 381-6
S1 378-0 378-0 380-7 379-4
S2 374-4 374-4 380-2
S3 368-0 371-4 379-6
S4 361-4 365-0 377-7
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
5 423-4 377-4 46-0 12.1% 12-4 3.3% 9% False True 39,977
10 423-4 377-4 46-0 12.1% 10-6 2.8% 9% False True 32,211
20 423-4 343-4 80-0 21.0% 10-7 2.9% 48% False False 30,449
40 423-4 319-4 104-0 27.3% 10-1 2.7% 60% False False 25,022
60 423-4 319-4 104-0 27.3% 9-5 2.5% 60% False False 21,507
80 423-4 319-4 104-0 27.3% 9-1 2.4% 60% False False 18,849
100 480-0 319-4 160-4 42.1% 8-6 2.3% 39% False False 16,948
120 483-4 319-4 164-0 43.0% 8-4 2.2% 38% False False 15,081
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 411-5
2.618 401-0
1.618 394-4
1.000 390-4
0.618 388-0
HIGH 384-0
0.618 381-4
0.500 380-6
0.382 380-0
LOW 377-4
0.618 373-4
1.000 371-0
1.618 367-0
2.618 360-4
4.250 349-7
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 381-2 394-1
PP 381-0 389-7
S1 380-6 385-6

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

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