CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 322-6 330-4 7-6 2.4% 319-6
High 331-0 333-4 2-4 0.8% 333-4
Low 322-6 323-0 0-2 0.1% 319-4
Close 328-6 333-0 4-2 1.3% 333-0
Range 8-2 10-4 2-2 27.3% 14-0
ATR 8-4 8-5 0-1 1.6% 0-0
Volume 11,609 15,472 3,863 33.3% 62,010
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 361-3 357-5 338-6
R3 350-7 347-1 335-7
R2 340-3 340-3 334-7
R1 336-5 336-5 334-0 338-4
PP 329-7 329-7 329-7 330-6
S1 326-1 326-1 332-0 328-0
S2 319-3 319-3 331-1
S3 308-7 315-5 330-1
S4 298-3 305-1 327-2
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 370-5 365-7 340-6
R3 356-5 351-7 336-7
R2 342-5 342-5 335-5
R1 337-7 337-7 334-2 340-2
PP 328-5 328-5 328-5 329-7
S1 323-7 323-7 331-6 326-2
S2 314-5 314-5 330-3
S3 300-5 309-7 329-1
S4 286-5 295-7 325-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 333-4 319-4 14-0 4.2% 6-6 2.0% 96% True False 16,526
10 345-4 319-4 26-0 7.8% 7-0 2.1% 52% False False 18,534
20 351-0 319-4 31-4 9.5% 7-0 2.1% 43% False False 15,646
40 388-0 319-4 68-4 20.6% 8-1 2.4% 20% False False 14,030
60 439-2 319-4 119-6 36.0% 7-4 2.3% 11% False False 12,910
80 483-4 319-4 164-0 49.2% 7-5 2.3% 8% False False 11,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 378-1
2.618 361-0
1.618 350-4
1.000 344-0
0.618 340-0
HIGH 333-4
0.618 329-4
0.500 328-2
0.382 327-0
LOW 323-0
0.618 316-4
1.000 312-4
1.618 306-0
2.618 295-4
4.250 278-3
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 331-3 330-7
PP 329-7 328-6
S1 328-2 326-5

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

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