CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 325-0 333-0 8-0 2.5% 330-4
High 329-4 339-4 10-0 3.0% 361-2
Low 324-2 330-0 5-6 1.8% 329-0
Close 329-2 339-0 9-6 3.0% 331-4
Range 5-2 9-4 4-2 81.0% 32-2
ATR 10-6 10-6 0-0 -0.3% 0-0
Volume 10,078 15,800 5,722 56.8% 112,389
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 364-5 361-3 344-2
R3 355-1 351-7 341-5
R2 345-5 345-5 340-6
R1 342-3 342-3 339-7 344-0
PP 336-1 336-1 336-1 337-0
S1 332-7 332-7 338-1 334-4
S2 326-5 326-5 337-2
S3 317-1 323-3 336-3
S4 307-5 313-7 333-6
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 437-3 416-5 349-2
R3 405-1 384-3 340-3
R2 372-7 372-7 337-3
R1 352-1 352-1 334-4 362-4
PP 340-5 340-5 340-5 345-6
S1 319-7 319-7 328-4 330-2
S2 308-3 308-3 325-5
S3 276-1 287-5 322-5
S4 243-7 255-3 313-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 355-0 324-2 30-6 9.1% 10-0 2.9% 48% False False 23,692
10 361-2 319-6 41-4 12.2% 10-3 3.1% 46% False False 17,956
20 361-2 319-4 41-6 12.3% 8-7 2.6% 47% False False 18,304
40 388-0 319-4 68-4 20.2% 8-5 2.6% 28% False False 15,240
60 415-0 319-4 95-4 28.2% 8-1 2.4% 20% False False 14,252
80 483-4 319-4 164-0 48.4% 8-0 2.4% 12% False False 12,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 379-7
2.618 364-3
1.618 354-7
1.000 349-0
0.618 345-3
HIGH 339-4
0.618 335-7
0.500 334-6
0.382 333-5
LOW 330-0
0.618 324-1
1.000 320-4
1.618 314-5
2.618 305-1
4.250 289-5
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 337-5 336-6
PP 336-1 334-3
S1 334-6 332-1

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

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