CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 324-4 319-6 -4-6 -1.5% 334-4
High 325-0 323-4 -1-4 -0.5% 343-0
Low 319-4 319-4 0-0 0.0% 319-4
Close 319-6 321-0 1-2 0.4% 319-6
Range 5-4 4-0 -1-4 -27.3% 23-4
ATR 9-1 8-6 -0-3 -4.0% 0-0
Volume 20,624 20,708 84 0.4% 112,416
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 333-3 331-1 323-2
R3 329-3 327-1 322-1
R2 325-3 325-3 321-6
R1 323-1 323-1 321-3 324-2
PP 321-3 321-3 321-3 321-7
S1 319-1 319-1 320-5 320-2
S2 317-3 317-3 320-2
S3 313-3 315-1 319-7
S4 309-3 311-1 318-6
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 397-7 382-3 332-5
R3 374-3 358-7 326-2
R2 350-7 350-7 324-0
R1 335-3 335-3 321-7 331-3
PP 327-3 327-3 327-3 325-4
S1 311-7 311-7 317-5 307-7
S2 303-7 303-7 315-4
S3 280-3 288-3 313-2
S4 256-7 264-7 306-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 339-0 319-4 19-4 6.1% 5-7 1.8% 8% False True 24,473
10 351-0 319-4 31-4 9.8% 7-2 2.3% 5% False True 18,651
20 355-6 319-4 36-2 11.3% 7-2 2.3% 4% False True 16,203
40 388-0 319-4 68-4 21.3% 8-1 2.5% 2% False True 13,674
60 449-6 319-4 130-2 40.6% 7-4 2.3% 1% False True 12,613
80 483-4 319-4 164-0 51.1% 7-5 2.4% 1% False True 10,707
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 340-4
2.618 334-0
1.618 330-0
1.000 327-4
0.618 326-0
HIGH 323-4
0.618 322-0
0.500 321-4
0.382 321-0
LOW 319-4
0.618 317-0
1.000 315-4
1.618 313-0
2.618 309-0
4.250 302-4
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 321-4 326-2
PP 321-3 324-4
S1 321-1 322-6

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

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