CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 370-6 360-0 -10-6 -2.9% 362-6
High 370-6 366-0 -4-6 -1.3% 376-4
Low 362-4 359-0 -3-4 -1.0% 362-2
Close 362-6 365-0 2-2 0.6% 374-4
Range 8-2 7-0 -1-2 -15.2% 14-2
ATR 6-6 6-6 0-0 0.2% 0-0
Volume 73,826 104,624 30,798 41.7% 390,993
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 384-3 381-5 368-7
R3 377-3 374-5 366-7
R2 370-3 370-3 366-2
R1 367-5 367-5 365-5 369-0
PP 363-3 363-3 363-3 364-0
S1 360-5 360-5 364-3 362-0
S2 356-3 356-3 363-6
S3 349-3 353-5 363-1
S4 342-3 346-5 361-1
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 413-7 408-3 382-3
R3 399-5 394-1 378-3
R2 385-3 385-3 377-1
R1 379-7 379-7 375-6 382-5
PP 371-1 371-1 371-1 372-4
S1 365-5 365-5 373-2 368-3
S2 356-7 356-7 371-7
S3 342-5 351-3 370-5
S4 328-3 337-1 366-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-4 359-0 17-4 4.8% 6-0 1.7% 34% False True 81,483
10 376-4 359-0 17-4 4.8% 5-4 1.5% 34% False True 86,618
20 391-0 359-0 32-0 8.8% 6-0 1.6% 19% False True 94,101
40 391-0 359-0 32-0 8.8% 6-0 1.7% 19% False True 80,476
60 435-0 359-0 76-0 20.8% 6-1 1.7% 8% False True 61,181
80 435-0 359-0 76-0 20.8% 6-5 1.8% 8% False True 49,771
100 435-0 359-0 76-0 20.8% 7-2 2.0% 8% False True 42,014
120 435-0 352-4 82-4 22.6% 7-4 2.1% 15% False False 36,004
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 True
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 395-6
2.618 384-3
1.618 377-3
1.000 373-0
0.618 370-3
HIGH 366-0
0.618 363-3
0.500 362-4
0.382 361-5
LOW 359-0
0.618 354-5
1.000 352-0
1.618 347-5
2.618 340-5
4.250 329-2
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 364-1 366-7
PP 363-3 366-2
S1 362-4 365-5

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

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