CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 345-6 340-4 -5-2 -1.5% 331-0
High 351-0 342-2 -8-6 -2.5% 345-4
Low 336-6 338-0 1-2 0.4% 326-0
Close 340-4 340-0 -0-4 -0.1% 339-4
Range 14-2 4-2 -10-0 -70.2% 19-4
ATR 10-2 9-6 -0-3 -4.2% 0-0
Volume 14,683 11,757 -2,926 -19.9% 57,366
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 352-7 350-5 342-3
R3 348-5 346-3 341-1
R2 344-3 344-3 340-6
R1 342-1 342-1 340-3 341-1
PP 340-1 340-1 340-1 339-4
S1 337-7 337-7 339-5 336-7
S2 335-7 335-7 339-2
S3 331-5 333-5 338-7
S4 327-3 329-3 337-5
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
5 351-0 336-4 14-4 4.3% 7-4 2.2% 24% False False 12,885
10 355-6 326-0 29-6 8.8% 7-1 2.1% 47% False False 12,556
20 388-0 326-0 62-0 18.2% 8-7 2.6% 23% False False 12,412
40 388-0 326-0 62-0 18.2% 8-1 2.4% 23% False False 12,592
60 481-4 326-0 155-4 45.7% 7-6 2.3% 9% False False 10,671
80 483-4 326-0 157-4 46.3% 7-3 2.2% 9% False False 9,537
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 360-2
2.618 353-3
1.618 349-1
1.000 346-4
0.618 344-7
HIGH 342-2
0.618 340-5
0.500 340-1
0.382 339-5
LOW 338-0
0.618 335-3
1.000 333-6
1.618 331-1
2.618 326-7
4.250 320-0
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 340-1 343-7
PP 340-1 342-5
S1 340-0 341-2

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

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