CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 344-4 344-0 -0-4 -0.1% 331-0
High 345-4 349-0 3-4 1.0% 345-4
Low 336-4 343-4 7-0 2.1% 326-0
Close 339-4 349-2 9-6 2.9% 339-4
Range 9-0 5-4 -3-4 -38.9% 19-4
ATR 9-7 9-7 0-0 -0.3% 0-0
Volume 8,396 13,282 4,886 58.2% 57,366
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 363-6 362-0 352-2
R3 358-2 356-4 350-6
R2 352-6 352-6 350-2
R1 351-0 351-0 349-6 351-7
PP 347-2 347-2 347-2 347-6
S1 345-4 345-4 348-6 346-3
S2 341-6 341-6 348-2
S3 336-2 340-0 347-6
S4 330-6 334-4 346-2
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
5 349-0 332-4 16-4 4.7% 6-2 1.8% 102% True False 12,580
10 355-6 326-0 29-6 8.5% 7-2 2.1% 78% False False 13,755
20 388-0 326-0 62-0 17.8% 8-4 2.4% 38% False False 12,177
40 415-0 326-0 89-0 25.5% 7-6 2.2% 26% False False 12,226
60 483-4 326-0 157-4 45.1% 7-5 2.2% 15% False False 10,393
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 False
Stretch 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 372-3
2.618 363-3
1.618 357-7
1.000 354-4
0.618 352-3
HIGH 349-0
0.618 346-7
0.500 346-2
0.382 345-5
LOW 343-4
0.618 340-1
1.000 338-0
1.618 334-5
2.618 329-1
4.250 320-1
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 348-2 347-1
PP 347-2 344-7
S1 346-2 342-6

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

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