CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 356-0 374-4 18-4 5.2% 340-0
High 363-0 388-0 25-0 6.9% 363-0
Low 353-0 373-2 20-2 5.7% 336-0
Close 362-2 382-0 19-6 5.5% 362-2
Range 10-0 14-6 4-6 47.5% 27-0
ATR 9-7 11-0 1-1 11.5% 0-0
Volume 8,094 6,467 -1,627 -20.1% 48,270
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 425-3 418-3 390-1
R3 410-5 403-5 386-0
R2 395-7 395-7 384-6
R1 388-7 388-7 383-3 392-3
PP 381-1 381-1 381-1 382-6
S1 374-1 374-1 380-5 377-5
S2 366-3 366-3 379-2
S3 351-5 359-3 378-0
S4 336-7 344-5 373-7
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 434-6 425-4 377-1
R3 407-6 398-4 369-5
R2 380-6 380-6 367-2
R1 371-4 371-4 364-6 376-1
PP 353-6 353-6 353-6 356-0
S1 344-4 344-4 359-6 349-1
S2 326-6 326-6 357-2
S3 299-6 317-4 354-7
S4 272-6 290-4 347-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388-0 336-0 52-0 13.6% 8-3 2.2% 88% True False 8,551
10 388-0 328-6 59-2 15.5% 8-7 2.3% 90% True False 11,253
20 388-0 328-6 59-2 15.5% 8-0 2.1% 90% True False 11,188
40 480-0 328-6 151-2 39.6% 7-2 1.9% 35% False False 9,905
60 483-4 328-6 154-6 40.5% 7-1 1.9% 34% False False 8,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 450-6
2.618 426-5
1.618 411-7
1.000 402-6
0.618 397-1
HIGH 388-0
0.618 382-3
0.500 380-5
0.382 378-7
LOW 373-2
0.618 364-1
1.000 358-4
1.618 349-3
2.618 334-5
4.250 310-4
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 381-4 377-4
PP 381-1 372-7
S1 380-5 368-3

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

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