CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 384-2 382-6 -1-4 -0.4% 399-6
High 388-6 385-0 -3-6 -1.0% 406-0
Low 384-2 382-6 -1-4 -0.4% 394-4
Close 385-4 385-4 0-0 0.0% 395-0
Range 4-4 2-2 -2-2 -50.0% 11-4
ATR 5-7 5-5 -0-2 -3.8% 0-0
Volume 15,135 15,125 -10 -0.1% 41,075
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 391-1 390-5 386-6
R3 388-7 388-3 386-1
R2 386-5 386-5 385-7
R1 386-1 386-1 385-6 386-3
PP 384-3 384-3 384-3 384-4
S1 383-7 383-7 385-2 384-1
S2 382-1 382-1 385-1
S3 379-7 381-5 384-7
S4 377-5 379-3 384-2
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
5 405-0 382-6 22-2 5.8% 4-4 1.2% 12% False True 13,829
10 406-4 382-6 23-6 6.2% 3-2 0.8% 12% False True 10,352
20 406-4 382-6 23-6 6.2% 2-5 0.7% 12% False True 7,394
40 412-2 378-0 34-2 8.9% 3-3 0.9% 22% False False 6,216
60 445-0 378-0 67-0 17.4% 3-4 0.9% 11% False False 4,907
80 445-0 378-0 67-0 17.4% 4-0 1.0% 11% False False 4,335
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 2 trading days
Fibonacci Retracements and Extensions
4.250 394-4
2.618 390-7
1.618 388-5
1.000 387-2
0.618 386-3
HIGH 385-0
0.618 384-1
0.500 383-7
0.382 383-5
LOW 382-6
0.618 381-3
1.000 380-4
1.618 379-1
2.618 376-7
4.250 373-2
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 385-0 386-3
PP 384-3 386-1
S1 383-7 385-6

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

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