CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 341-0 344-4 3-4 1.0% 331-0
High 341-0 345-4 4-4 1.3% 345-4
Low 336-6 336-4 -0-2 -0.1% 326-0
Close 337-2 339-4 2-2 0.7% 339-4
Range 4-2 9-0 4-6 111.8% 19-4
ATR 10-0 9-7 -0-1 -0.7% 0-0
Volume 16,310 8,396 -7,914 -48.5% 57,366
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 367-4 362-4 344-4
R3 358-4 353-4 342-0
R2 349-4 349-4 341-1
R1 344-4 344-4 340-3 342-4
PP 340-4 340-4 340-4 339-4
S1 335-4 335-4 338-5 333-4
S2 331-4 331-4 337-7
S3 322-4 326-4 337-0
S4 313-4 317-4 334-4
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 395-4 387-0 350-2
R3 376-0 367-4 344-7
R2 356-4 356-4 343-1
R1 348-0 348-0 341-2 352-2
PP 337-0 337-0 337-0 339-1
S1 328-4 328-4 337-6 332-6
S2 317-4 317-4 335-7
S3 298-0 309-0 334-1
S4 278-4 289-4 328-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 345-4 326-0 19-4 5.7% 7-2 2.1% 69% True False 11,473
10 355-6 326-0 29-6 8.8% 7-4 2.2% 45% False False 14,124
20 388-0 326-0 62-0 18.3% 8-4 2.5% 22% False False 12,112
40 418-0 326-0 92-0 27.1% 7-6 2.3% 15% False False 12,043
60 483-4 326-0 157-4 46.4% 7-5 2.3% 9% False False 10,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 383-6
2.618 369-0
1.618 360-0
1.000 354-4
0.618 351-0
HIGH 345-4
0.618 342-0
0.500 341-0
0.382 340-0
LOW 336-4
0.618 331-0
1.000 327-4
1.618 322-0
2.618 313-0
4.250 298-2
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 341-0 339-4
PP 340-4 339-4
S1 340-0 339-4

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

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