CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 338-0 354-0 16-0 4.7% 374-4
High 351-4 355-6 4-2 1.2% 388-0
Low 336-0 346-0 10-0 3.0% 340-0
Close 350-0 346-0 -4-0 -1.1% 340-0
Range 15-4 9-6 -5-6 -37.1% 48-0
ATR 11-2 11-1 -0-1 -1.0% 0-0
Volume 15,640 14,017 -1,623 -10.4% 52,742
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-4 372-0 351-3
R3 368-6 362-2 348-5
R2 359-0 359-0 347-6
R1 352-4 352-4 346-7 350-7
PP 349-2 349-2 349-2 348-4
S1 342-6 342-6 345-1 341-1
S2 339-4 339-4 344-2
S3 329-6 333-0 343-3
S4 320-0 323-2 340-5
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
5 355-6 336-0 19-6 5.7% 10-0 2.9% 51% True False 16,442
10 388-0 336-0 52-0 15.0% 10-7 3.1% 19% False False 13,025
20 388-0 328-6 59-2 17.1% 9-1 2.6% 29% False False 12,414
40 439-2 328-6 110-4 31.9% 7-6 2.2% 16% False False 11,542
60 483-4 328-6 154-6 44.7% 7-6 2.2% 11% False False 9,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 397-2
2.618 381-2
1.618 371-4
1.000 365-4
0.618 361-6
HIGH 355-6
0.618 352-0
0.500 350-7
0.382 349-6
LOW 346-0
0.618 340-0
1.000 336-2
1.618 330-2
2.618 320-4
4.250 304-4
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 350-7 346-0
PP 349-2 345-7
S1 347-5 345-7

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

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