CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 396-6 389-6 -7-0 -1.8% 399-6
High 397-0 390-0 -7-0 -1.8% 406-0
Low 393-6 388-0 -5-6 -1.5% 394-4
Close 395-0 388-6 -6-2 -1.6% 395-0
Range 3-2 2-0 -1-2 -38.5% 11-4
ATR 5-7 6-0 0-1 1.4% 0-0
Volume 13,414 14,527 1,113 8.3% 41,075
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 394-7 393-7 389-7
R3 392-7 391-7 389-2
R2 390-7 390-7 389-1
R1 389-7 389-7 388-7 389-3
PP 388-7 388-7 388-7 388-6
S1 387-7 387-7 388-5 387-3
S2 386-7 386-7 388-3
S3 384-7 385-7 388-2
S4 382-7 383-7 387-5
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
5 406-0 388-0 18-0 4.6% 4-0 1.0% 4% False True 11,569
10 406-4 388-0 18-4 4.8% 2-7 0.7% 4% False True 8,184
20 406-4 385-0 21-4 5.5% 2-7 0.7% 17% False False 6,732
40 444-6 378-0 66-6 17.2% 3-3 0.9% 16% False False 5,645
60 445-0 378-0 67-0 17.2% 3-6 1.0% 16% False False 4,521
80 445-0 378-0 67-0 17.2% 4-1 1.1% 16% False False 4,010
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 0-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 398-4
2.618 395-2
1.618 393-2
1.000 392-0
0.618 391-2
HIGH 390-0
0.618 389-2
0.500 389-0
0.382 388-6
LOW 388-0
0.618 386-6
1.000 386-0
1.618 384-6
2.618 382-6
4.250 379-4
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 389-0 396-4
PP 388-7 393-7
S1 388-7 391-3

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

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