CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 350-0 343-4 -6-4 -1.9% 349-0
High 352-4 362-0 9-4 2.7% 358-4
Low 344-6 343-4 -1-2 -0.4% 344-6
Close 346-4 354-2 7-6 2.2% 346-4
Range 7-6 18-4 10-6 138.7% 13-6
ATR 10-2 10-7 0-5 5.8% 0-0
Volume 10,827 19,600 8,773 81.0% 105,324
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 408-6 400-0 364-3
R3 390-2 381-4 359-3
R2 371-6 371-6 357-5
R1 363-0 363-0 356-0 367-3
PP 353-2 353-2 353-2 355-4
S1 344-4 344-4 352-4 348-7
S2 334-6 334-6 350-7
S3 316-2 326-0 349-1
S4 297-6 307-4 344-1
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 391-1 382-5 354-0
R3 377-3 368-7 350-2
R2 363-5 363-5 349-0
R1 355-1 355-1 347-6 352-4
PP 349-7 349-7 349-7 348-5
S1 341-3 341-3 345-2 338-6
S2 336-1 336-1 344-0
S3 322-3 327-5 342-6
S4 308-5 313-7 339-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 362-0 343-4 18-4 5.2% 10-2 2.9% 58% True True 17,296
10 362-0 330-0 32-0 9.0% 10-6 3.0% 76% True False 19,117
20 362-0 319-4 42-4 12.0% 10-2 2.9% 82% True False 18,782
40 362-0 319-4 42-4 12.0% 8-7 2.5% 82% True False 17,399
60 388-0 319-4 68-4 19.3% 9-0 2.5% 51% False False 15,133
80 469-4 319-4 150-0 42.3% 8-2 2.3% 23% False False 13,987
100 483-4 319-4 164-0 46.3% 8-1 2.3% 21% False False 12,180
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 2-0
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 440-5
2.618 410-3
1.618 391-7
1.000 380-4
0.618 373-3
HIGH 362-0
0.618 354-7
0.500 352-6
0.382 350-5
LOW 343-4
0.618 332-1
1.000 325-0
1.618 313-5
2.618 295-1
4.250 264-7
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 353-6 353-6
PP 353-2 353-2
S1 352-6 352-6

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

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