CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 350-0 345-4 -4-4 -1.3% 372-0
High 350-4 347-2 -3-2 -0.9% 374-6
Low 344-0 343-4 -0-4 -0.1% 354-2
Close 345-0 344-4 -0-4 -0.1% 356-2
Range 6-4 3-6 -2-6 -42.3% 20-4
ATR 6-7 6-5 -0-2 -3.3% 0-0
Volume 134,295 126,262 -8,033 -6.0% 417,212
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 356-3 354-1 346-4
R3 352-5 350-3 345-4
R2 348-7 348-7 345-2
R1 346-5 346-5 344-7 345-7
PP 345-1 345-1 345-1 344-6
S1 342-7 342-7 344-1 342-1
S2 341-3 341-3 343-6
S3 337-5 339-1 343-4
S4 333-7 335-3 342-4
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 423-2 410-2 367-4
R3 402-6 389-6 361-7
R2 382-2 382-2 360-0
R1 369-2 369-2 358-1 365-4
PP 361-6 361-6 361-6 359-7
S1 348-6 348-6 354-3 345-0
S2 341-2 341-2 352-4
S3 320-6 328-2 350-5
S4 300-2 307-6 345-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 359-4 343-4 16-0 4.6% 4-6 1.4% 6% False True 103,759
10 375-4 343-4 32-0 9.3% 5-6 1.7% 3% False True 91,701
20 387-4 343-4 44-0 12.8% 6-0 1.7% 2% False True 90,709
40 391-0 343-4 47-4 13.8% 6-1 1.8% 2% False True 89,920
60 434-0 343-4 90-4 26.3% 6-1 1.8% 1% False True 69,848
80 435-0 343-4 91-4 26.6% 6-3 1.8% 1% False True 56,121
100 435-0 343-4 91-4 26.6% 6-7 2.0% 1% False True 47,479
120 435-0 343-4 91-4 26.6% 7-3 2.1% 1% False True 40,696
Crabel Price Patterns
NR True
NR4 True
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 363-2
2.618 357-1
1.618 353-3
1.000 351-0
0.618 349-5
HIGH 347-2
0.618 345-7
0.500 345-3
0.382 344-7
LOW 343-4
0.618 341-1
1.000 339-6
1.618 337-3
2.618 333-5
4.250 327-4
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 345-3 351-0
PP 345-1 348-7
S1 344-6 346-5

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

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