CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 395-4 391-6 -3-6 -0.9% 404-0
High 396-0 394-4 -1-4 -0.4% 405-0
Low 392-2 391-6 -0-4 -0.1% 391-6
Close 393-6 393-0 -0-6 -0.2% 393-6
Range 3-6 2-6 -1-0 -26.7% 13-2
ATR 6-2 6-0 -0-2 -4.0% 0-0
Volume 32,850 19,648 -13,202 -40.2% 159,439
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 401-3 399-7 394-4
R3 398-5 397-1 393-6
R2 395-7 395-7 393-4
R1 394-3 394-3 393-2 395-1
PP 393-1 393-1 393-1 393-4
S1 391-5 391-5 392-6 392-3
S2 390-3 390-3 392-4
S3 387-5 388-7 392-2
S4 384-7 386-1 391-4
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 436-5 428-3 401-0
R3 423-3 415-1 397-3
R2 410-1 410-1 396-1
R1 401-7 401-7 395-0 399-3
PP 396-7 396-7 396-7 395-4
S1 388-5 388-5 392-4 386-1
S2 383-5 383-5 391-3
S3 370-3 375-3 390-1
S4 357-1 362-1 386-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-2 391-6 7-4 1.9% 3-6 1.0% 17% False True 30,079
10 414-2 391-6 22-4 5.7% 4-7 1.2% 6% False True 27,557
20 414-4 391-6 22-6 5.8% 4-5 1.2% 5% False True 25,208
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 406-2
2.618 401-6
1.618 399-0
1.000 397-2
0.618 396-2
HIGH 394-4
0.618 393-4
0.500 393-1
0.382 392-6
LOW 391-6
0.618 390-0
1.000 389-0
1.618 387-2
2.618 384-4
4.250 380-0
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 393-1 393-7
PP 393-1 393-5
S1 393-0 393-2

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

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