CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 401-0 404-6 3-6 0.9% 399-6
High 401-0 405-0 4-0 1.0% 406-0
Low 401-0 394-4 -6-4 -1.6% 394-4
Close 401-4 395-0 -6-4 -1.6% 395-0
Range 0-0 10-4 10-4 11-4
ATR 5-6 6-1 0-3 5.9% 0-0
Volume 9,946 10,946 1,000 10.1% 41,075
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 429-5 422-7 400-6
R3 419-1 412-3 397-7
R2 408-5 408-5 396-7
R1 401-7 401-7 396-0 400-0
PP 398-1 398-1 398-1 397-2
S1 391-3 391-3 394-0 389-4
S2 387-5 387-5 393-1
S3 377-1 380-7 392-1
S4 366-5 370-3 389-2
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 433-0 425-4 401-3
R3 421-4 414-0 398-1
R2 410-0 410-0 397-1
R1 402-4 402-4 396-0 400-4
PP 398-4 398-4 398-4 397-4
S1 391-0 391-0 394-0 389-0
S2 387-0 387-0 392-7
S3 375-4 379-4 391-7
S4 364-0 368-0 388-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406-0 394-4 11-4 2.9% 4-0 1.0% 4% False True 8,215
10 406-4 394-4 12-0 3.0% 3-0 0.8% 4% False True 6,540
20 406-4 378-0 28-4 7.2% 3-1 0.8% 60% False False 5,936
40 445-0 378-0 67-0 17.0% 3-4 0.9% 25% False False 5,198
60 445-0 378-0 67-0 17.0% 3-6 0.9% 25% False False 4,170
80 445-0 378-0 67-0 17.0% 4-3 1.1% 25% False False 3,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 449-5
2.618 432-4
1.618 422-0
1.000 415-4
0.618 411-4
HIGH 405-0
0.618 401-0
0.500 399-6
0.382 398-4
LOW 394-4
0.618 388-0
1.000 384-0
1.618 377-4
2.618 367-0
4.250 349-7
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 399-6 400-2
PP 398-1 398-4
S1 396-5 396-6

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

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