CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 335-6 354-4 18-6 5.6% 319-6
High 361-2 355-0 -6-2 -1.7% 333-4
Low 335-6 338-0 2-2 0.7% 319-4
Close 359-6 349-4 -10-2 -2.8% 333-0
Range 25-4 17-0 -8-4 -33.3% 14-0
ATR 9-7 10-6 0-7 8.5% 0-0
Volume 8,395 49,971 41,576 495.2% 62,010
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 398-4 391-0 358-7
R3 381-4 374-0 354-1
R2 364-4 364-4 352-5
R1 357-0 357-0 351-0 352-2
PP 347-4 347-4 347-4 345-1
S1 340-0 340-0 348-0 335-2
S2 330-4 330-4 346-3
S3 313-4 323-0 344-7
S4 296-4 306-0 340-1
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 370-5 365-7 340-6
R3 356-5 351-7 336-7
R2 342-5 342-5 335-5
R1 337-7 337-7 334-2 340-2
PP 328-5 328-5 328-5 329-7
S1 323-7 323-7 331-6 326-2
S2 314-5 314-5 330-3
S3 300-5 309-7 329-1
S4 286-5 295-7 325-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 361-2 322-6 38-4 11.0% 13-1 3.7% 69% False False 19,371
10 361-2 319-4 41-6 11.9% 9-1 2.6% 72% False False 19,624
20 361-2 319-4 41-6 11.9% 8-4 2.4% 72% False False 17,453
40 388-0 319-4 68-4 19.6% 8-6 2.5% 44% False False 15,037
60 422-0 319-4 102-4 29.3% 8-0 2.3% 29% False False 13,796
80 483-4 319-4 164-0 46.9% 7-7 2.3% 18% False False 11,789
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 427-2
2.618 399-4
1.618 382-4
1.000 372-0
0.618 365-4
HIGH 355-0
0.618 348-4
0.500 346-4
0.382 344-4
LOW 338-0
0.618 327-4
1.000 321-0
1.618 310-4
2.618 293-4
4.250 265-6
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 348-4 348-0
PP 347-4 346-5
S1 346-4 345-1

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

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