CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 340-4 340-6 0-2 0.1% 331-0
High 342-2 344-0 1-6 0.5% 345-4
Low 338-0 334-6 -3-2 -1.0% 326-0
Close 340-0 343-0 3-0 0.9% 339-4
Range 4-2 9-2 5-0 117.6% 19-4
ATR 9-6 9-6 0-0 -0.4% 0-0
Volume 11,757 16,034 4,277 36.4% 57,366
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 368-3 364-7 348-1
R3 359-1 355-5 345-4
R2 349-7 349-7 344-6
R1 346-3 346-3 343-7 348-1
PP 340-5 340-5 340-5 341-4
S1 337-1 337-1 342-1 338-7
S2 331-3 331-3 341-2
S3 322-1 327-7 340-4
S4 312-7 318-5 337-7
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
5 351-0 334-6 16-2 4.7% 8-4 2.5% 51% False True 12,830
10 351-0 326-0 25-0 7.3% 7-1 2.1% 68% False False 12,758
20 388-0 326-0 62-0 18.1% 9-0 2.6% 27% False False 12,891
40 388-0 326-0 62-0 18.1% 8-1 2.4% 27% False False 12,559
60 481-4 326-0 155-4 45.3% 7-6 2.2% 11% False False 10,849
80 483-4 326-0 157-4 45.9% 7-4 2.2% 11% False False 9,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 383-2
2.618 368-2
1.618 359-0
1.000 353-2
0.618 349-6
HIGH 344-0
0.618 340-4
0.500 339-3
0.382 338-2
LOW 334-6
0.618 329-0
1.000 325-4
1.618 319-6
2.618 310-4
4.250 295-4
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 341-6 343-0
PP 340-5 342-7
S1 339-3 342-7

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

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