CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 340-6 344-0 3-2 1.0% 344-0
High 344-0 345-4 1-4 0.4% 351-0
Low 334-6 338-4 3-6 1.1% 334-6
Close 343-0 342-6 -0-2 -0.1% 342-6
Range 9-2 7-0 -2-2 -24.3% 16-2
ATR 9-6 9-4 -0-2 -2.0% 0-0
Volume 16,034 10,918 -5,116 -31.9% 66,674
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 363-2 360-0 346-5
R3 356-2 353-0 344-5
R2 349-2 349-2 344-0
R1 346-0 346-0 343-3 344-1
PP 342-2 342-2 342-2 341-2
S1 339-0 339-0 342-1 337-1
S2 335-2 335-2 341-4
S3 328-2 332-0 340-7
S4 321-2 325-0 338-7
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 391-5 383-3 351-6
R3 375-3 367-1 347-2
R2 359-1 359-1 345-6
R1 350-7 350-7 344-2 346-7
PP 342-7 342-7 342-7 340-6
S1 334-5 334-5 341-2 330-5
S2 326-5 326-5 339-6
S3 310-3 318-3 338-2
S4 294-1 302-1 333-6
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% 8-0 2.3% 49% False False 13,334
10 351-0 326-0 25-0 7.3% 7-5 2.2% 67% False False 12,404
20 388-0 326-0 62-0 18.1% 8-7 2.6% 27% False False 13,032
40 388-0 326-0 62-0 18.1% 8-1 2.4% 27% False False 12,309
60 480-0 326-0 154-0 44.9% 7-5 2.2% 11% False False 10,893
80 483-4 326-0 157-4 46.0% 7-4 2.2% 11% False False 9,693
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 True
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 375-2
2.618 363-7
1.618 356-7
1.000 352-4
0.618 349-7
HIGH 345-4
0.618 342-7
0.500 342-0
0.382 341-1
LOW 338-4
0.618 334-1
1.000 331-4
1.618 327-1
2.618 320-1
4.250 308-6
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 342-4 341-7
PP 342-2 341-0
S1 342-0 340-1

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

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