CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	351-4	340-0	-11-4	-3.3%	347-4
High	351-4	346-4	-5-0	-1.4%	352-2
Low	339-4	340-0	0-4	0.1%	328-6
Close	340-4	347-0	6-4	1.9%	340-4
Range	12-0	6-4	-5-4	-45.8%	23-4
ATR	10-1	9-7	-0-2	-2.6%	0-0
Volume	18,017	11,982	-6,035	-33.5%	66,620

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	364-0	362-0	350-5
R3	357-4	355-4	348-6
R2	351-0	351-0	348-2
R1	349-0	349-0	347-5	350-0
PP	344-4	344-4	344-4	345-0
S1	342-4	342-4	346-3	343-4
S2	338-0	338-0	345-6
S3	331-4	336-0	345-2
S4	325-0	329-4	343-3

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	411-0	399-2	353-3
R3	387-4	375-6	347-0
R2	364-0	364-0	344-6
R1	352-2	352-2	342-5	346-3
PP	340-4	340-4	340-4	337-4
S1	328-6	328-6	338-3	322-7
S2	317-0	317-0	336-2
S3	293-4	305-2	334-0
S4	270-0	281-6	327-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	352-2	328-6	23-4	6.8%	9-2	2.7%	78%	False	False	13,956
10	362-2	328-6	33-4	9.7%	8-3	2.4%	54%	False	False	11,689
20	415-0	328-6	86-2	24.9%	7-1	2.0%	21%	False	False	12,274
40	483-4	328-6	154-6	44.6%	7-2	2.1%	12%	False	False	9,500

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	1-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	374-1
2.618	363-4
1.618	357-0
1.000	353-0
0.618	350-4
HIGH	346-4
0.618	344-0
0.500	343-2
0.382	342-4
LOW	340-0
0.618	336-0
1.000	333-4
1.618	329-4
2.618	323-0
4.250	312-3

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	345-6	346-5
PP	344-4	346-2
S1	343-2	345-7

Download as Excel Spreadsheet

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

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