CME Pit-Traded Corn Future September 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 386-2 382-2 -4-0 -1.0% 396-6
High 386-2 383-2 -3-0 -0.8% 397-0
Low 383-2 382-2 -1-0 -0.3% 382-6
Close 384-2 383-6 -0-4 -0.1% 384-2
Range 3-0 1-0 -2-0 -66.7% 14-2
ATR 5-4 5-2 -0-2 -4.5% 0-0
Volume 10,680 6,337 -4,343 -40.7% 68,881
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 386-1 385-7 384-2
R3 385-1 384-7 384-0
R2 384-1 384-1 383-7
R1 383-7 383-7 383-7 384-0
PP 383-1 383-1 383-1 383-1
S1 382-7 382-7 383-5 383-0
S2 382-1 382-1 383-5
S3 381-1 381-7 383-4
S4 380-1 380-7 383-2
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 430-6 421-6 392-1
R3 416-4 407-4 388-1
R2 402-2 402-2 386-7
R1 393-2 393-2 385-4 390-5
PP 388-0 388-0 388-0 386-6
S1 379-0 379-0 383-0 376-3
S2 373-6 373-6 381-5
S3 359-4 364-6 380-3
S4 345-2 350-4 376-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390-0 382-2 7-6 2.0% 2-4 0.7% 19% False True 12,360
10 406-0 382-2 23-6 6.2% 3-5 0.9% 6% False True 11,289
20 406-4 382-2 24-2 6.3% 2-6 0.7% 6% False True 7,758
40 406-4 378-0 28-4 7.4% 3-0 0.8% 20% False False 6,273
60 445-0 378-0 67-0 17.5% 3-3 0.9% 9% False False 5,134
80 445-0 378-0 67-0 17.5% 4-0 1.0% 9% False False 4,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 387-4
2.618 385-7
1.618 384-7
1.000 384-2
0.618 383-7
HIGH 383-2
0.618 382-7
0.500 382-6
0.382 382-5
LOW 382-2
0.618 381-5
1.000 381-2
1.618 380-5
2.618 379-5
4.250 378-0
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 383-3 384-2
PP 383-1 384-1
S1 382-6 383-7

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

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