CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 344-0 338-0 -6-0 -1.7% 374-4
High 347-0 351-4 4-4 1.3% 388-0
Low 343-0 336-0 -7-0 -2.0% 340-0
Close 344-4 350-0 5-4 1.6% 340-0
Range 4-0 15-4 11-4 287.5% 48-0
ATR 11-0 11-2 0-3 3.0% 0-0
Volume 22,789 15,640 -7,149 -31.4% 52,742
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 392-3 386-5 358-4
R3 376-7 371-1 354-2
R2 361-3 361-3 352-7
R1 355-5 355-5 351-3 358-4
PP 345-7 345-7 345-7 347-2
S1 340-1 340-1 348-5 343-0
S2 330-3 330-3 347-1
S3 314-7 324-5 345-6
S4 299-3 309-1 341-4
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 500-0 468-0 366-3
R3 452-0 420-0 353-2
R2 404-0 404-0 348-6
R1 372-0 372-0 344-3 364-0
PP 356-0 356-0 356-0 352-0
S1 324-0 324-0 335-5 316-0
S2 308-0 308-0 331-2
S3 260-0 276-0 326-6
S4 212-0 228-0 313-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-0 336-0 28-0 8.0% 10-2 2.9% 50% False True 15,699
10 388-0 336-0 52-0 14.9% 10-5 3.0% 27% False True 12,269
20 388-0 328-6 59-2 16.9% 9-1 2.6% 36% False False 12,211
40 440-4 328-6 111-6 31.9% 7-5 2.2% 19% False False 11,469
60 483-4 328-6 154-6 44.2% 7-5 2.2% 14% False False 9,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 417-3
2.618 392-1
1.618 376-5
1.000 367-0
0.618 361-1
HIGH 351-4
0.618 345-5
0.500 343-6
0.382 341-7
LOW 336-0
0.618 326-3
1.000 320-4
1.618 310-7
2.618 295-3
4.250 270-1
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 347-7 347-7
PP 345-7 345-7
S1 343-6 343-6

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

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