CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 330-4 330-4 0-0 0.0% 319-6
High 333-4 333-2 -0-2 -0.1% 333-4
Low 323-0 329-0 6-0 1.9% 319-4
Close 333-0 331-2 -1-6 -0.5% 333-0
Range 10-4 4-2 -6-2 -59.5% 14-0
ATR 8-5 8-3 -0-3 -3.6% 0-0
Volume 15,472 11,412 -4,060 -26.2% 62,010
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 343-7 341-7 333-5
R3 339-5 337-5 332-3
R2 335-3 335-3 332-0
R1 333-3 333-3 331-5 334-3
PP 331-1 331-1 331-1 331-6
S1 329-1 329-1 330-7 330-1
S2 326-7 326-7 330-4
S3 322-5 324-7 330-1
S4 318-3 320-5 328-7
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% 6-4 2.0% 84% False False 14,684
10 343-0 319-4 23-4 7.1% 6-5 2.0% 50% False False 18,583
20 351-0 319-4 31-4 9.5% 7-1 2.2% 37% False False 15,493
40 388-0 319-4 68-4 20.7% 8-0 2.4% 17% False False 14,034
60 439-0 319-4 119-4 36.1% 7-4 2.3% 10% False False 13,025
80 483-4 319-4 164-0 49.5% 7-4 2.3% 7% False False 11,165
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 True
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 351-2
2.618 344-3
1.618 340-1
1.000 337-4
0.618 335-7
HIGH 333-2
0.618 331-5
0.500 331-1
0.382 330-5
LOW 329-0
0.618 326-3
1.000 324-6
1.618 322-1
2.618 317-7
4.250 311-0
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 331-2 330-2
PP 331-1 329-1
S1 331-1 328-1

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

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