CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 342-0 347-4 5-4 1.6% 346-2
High 345-2 347-4 2-2 0.7% 362-2
Low 339-0 343-0 4-0 1.2% 339-0
Close 345-2 347-4 2-2 0.7% 345-2
Range 6-2 4-4 -1-6 -28.0% 23-2
ATR 9-4 9-1 -0-3 -3.8% 0-0
Volume 11,253 8,820 -2,433 -21.6% 44,388
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 359-4 358-0 350-0
R3 355-0 353-4 348-6
R2 350-4 350-4 348-3
R1 349-0 349-0 347-7 349-6
PP 346-0 346-0 346-0 346-3
S1 344-4 344-4 347-1 345-2
S2 341-4 341-4 346-5
S3 337-0 340-0 346-2
S4 332-4 335-4 345-0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 418-5 405-1 358-0
R3 395-3 381-7 351-5
R2 372-1 372-1 349-4
R1 358-5 358-5 347-3 353-6
PP 348-7 348-7 348-7 346-3
S1 335-3 335-3 343-1 330-4
S2 325-5 325-5 341-0
S3 302-3 312-1 338-7
S4 279-1 288-7 332-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 362-2 339-0 23-2 6.7% 7-5 2.2% 37% False False 9,422
10 362-2 339-0 23-2 6.7% 7-1 2.0% 37% False False 11,123
20 422-0 339-0 83-0 23.9% 6-2 1.8% 10% False False 11,230
40 483-4 339-0 144-4 41.6% 6-7 2.0% 6% False False 8,382
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 366-5
2.618 359-2
1.618 354-6
1.000 352-0
0.618 350-2
HIGH 347-4
0.618 345-6
0.500 345-2
0.382 344-6
LOW 343-0
0.618 340-2
1.000 338-4
1.618 335-6
2.618 331-2
4.250 323-7
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 346-6 346-1
PP 346-0 344-7
S1 345-2 343-4

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

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