CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 382-4 383-0 0-4 0.1% 374-4
High 384-2 388-6 4-4 1.2% 390-6
Low 376-2 382-4 6-2 1.7% 373-2
Close 381-4 386-6 5-2 1.4% 389-0
Range 8-0 6-2 -1-6 -21.9% 17-4
ATR 7-7 7-6 0-0 -0.5% 0-0
Volume 113,717 106,466 -7,251 -6.4% 568,449
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 404-6 402-0 390-2
R3 398-4 395-6 388-4
R2 392-2 392-2 387-7
R1 389-4 389-4 387-3 390-7
PP 386-0 386-0 386-0 386-6
S1 383-2 383-2 386-1 384-5
S2 379-6 379-6 385-5
S3 373-4 377-0 385-0
S4 367-2 370-6 383-2
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 436-7 430-3 398-5
R3 419-3 412-7 393-6
R2 401-7 401-7 392-2
R1 395-3 395-3 390-5 398-5
PP 384-3 384-3 384-3 386-0
S1 377-7 377-7 387-3 381-1
S2 366-7 366-7 385-6
S3 349-3 360-3 384-2
S4 331-7 342-7 379-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391-0 376-2 14-6 3.8% 6-1 1.6% 71% False False 114,066
10 391-0 366-4 24-4 6.3% 6-5 1.7% 83% False False 103,815
20 391-0 359-0 32-0 8.3% 6-4 1.7% 87% False False 87,657
40 434-0 359-0 75-0 19.4% 6-2 1.6% 37% False False 57,550
60 435-0 359-0 76-0 19.7% 6-5 1.7% 37% False False 43,276
80 435-0 359-0 76-0 19.7% 7-2 1.9% 37% False False 35,618
100 435-0 359-0 76-0 19.7% 7-5 2.0% 37% False False 29,806
120 435-0 332-0 103-0 26.6% 7-6 2.0% 53% False False 25,599
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 415-2
2.618 405-1
1.618 398-7
1.000 395-0
0.618 392-5
HIGH 388-6
0.618 386-3
0.500 385-5
0.382 384-7
LOW 382-4
0.618 378-5
1.000 376-2
1.618 372-3
2.618 366-1
4.250 356-0
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 386-3 385-6
PP 386-0 384-5
S1 385-5 383-5

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

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