CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 330-4 335-6 5-2 1.6% 319-6
High 333-2 361-2 28-0 8.4% 333-4
Low 329-0 335-6 6-6 2.1% 319-4
Close 331-2 359-6 28-4 8.6% 333-0
Range 4-2 25-4 21-2 500.0% 14-0
ATR 8-3 9-7 1-4 18.5% 0-0
Volume 11,412 8,395 -3,017 -26.4% 62,010
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 428-6 419-6 373-6
R3 403-2 394-2 366-6
R2 377-6 377-6 364-3
R1 368-6 368-6 362-1 373-2
PP 352-2 352-2 352-2 354-4
S1 343-2 343-2 357-3 347-6
S2 326-6 326-6 355-1
S3 301-2 317-6 352-6
S4 275-6 292-2 345-6
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
5 361-2 319-6 41-4 11.5% 10-6 3.0% 96% True False 12,221
10 361-2 319-4 41-6 11.6% 8-3 2.3% 96% True False 18,347
20 361-2 319-4 41-6 11.6% 7-7 2.2% 96% True False 15,526
40 388-0 319-4 68-4 19.0% 8-4 2.4% 59% False False 14,024
60 422-0 319-4 102-4 28.5% 7-6 2.2% 39% False False 13,092
80 483-4 319-4 164-0 45.6% 7-6 2.1% 25% False False 11,203
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 0-6
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 469-5
2.618 428-0
1.618 402-4
1.000 386-6
0.618 377-0
HIGH 361-2
0.618 351-4
0.500 348-4
0.382 345-4
LOW 335-6
0.618 320-0
1.000 310-2
1.618 294-4
2.618 269-0
4.250 227-3
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 356-0 353-7
PP 352-2 348-0
S1 348-4 342-1

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

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