CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 354-4 341-0 -13-4 -3.8% 319-6
High 355-0 344-4 -10-4 -3.0% 333-4
Low 338-0 336-2 -1-6 -0.5% 319-4
Close 349-4 342-2 -7-2 -2.1% 333-0
Range 17-0 8-2 -8-6 -51.5% 14-0
ATR 10-6 10-7 0-1 1.7% 0-0
Volume 49,971 28,244 -21,727 -43.5% 62,010
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 365-6 362-2 346-6
R3 357-4 354-0 344-4
R2 349-2 349-2 343-6
R1 345-6 345-6 343-0 347-4
PP 341-0 341-0 341-0 341-7
S1 337-4 337-4 341-4 339-2
S2 332-6 332-6 340-6
S3 324-4 329-2 340-0
S4 316-2 321-0 337-6
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
5 361-2 323-0 38-2 11.2% 13-1 3.8% 50% False False 22,698
10 361-2 319-4 41-6 12.2% 9-5 2.8% 54% False False 20,668
20 361-2 319-4 41-6 12.2% 8-4 2.5% 54% False False 18,191
40 388-0 319-4 68-4 20.0% 8-6 2.6% 33% False False 15,386
60 422-0 319-4 102-4 29.9% 8-0 2.4% 22% False False 14,027
80 483-4 319-4 164-0 47.9% 7-7 2.3% 14% False False 12,067
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 False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 379-4
2.618 366-1
1.618 357-7
1.000 352-6
0.618 349-5
HIGH 344-4
0.618 341-3
0.500 340-3
0.382 339-3
LOW 336-2
0.618 331-1
1.000 328-0
1.618 322-7
2.618 314-5
4.250 301-2
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 341-5 348-4
PP 341-0 346-3
S1 340-3 344-3

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

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