CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 333-0 333-4 0-4 0.2% 330-4
High 339-4 348-0 8-4 2.5% 361-2
Low 330-0 332-6 2-6 0.8% 329-0
Close 339-0 343-2 4-2 1.3% 331-4
Range 9-4 15-2 5-6 60.5% 32-2
ATR 10-6 11-0 0-3 3.0% 0-0
Volume 15,800 14,688 -1,112 -7.0% 112,389
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-1 380-3 351-5
R3 371-7 365-1 347-4
R2 356-5 356-5 346-0
R1 349-7 349-7 344-5 353-2
PP 341-3 341-3 341-3 343-0
S1 334-5 334-5 341-7 338-0
S2 326-1 326-1 340-4
S3 310-7 319-3 339-0
S4 295-5 304-1 334-7
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
5 348-0 324-2 23-6 6.9% 9-5 2.8% 80% True False 16,635
10 361-2 322-6 38-4 11.2% 11-3 3.3% 53% False False 18,003
20 361-2 319-4 41-6 12.2% 8-7 2.6% 57% False False 18,304
40 388-0 319-4 68-4 20.0% 8-7 2.6% 35% False False 15,479
60 388-0 319-4 68-4 20.0% 8-2 2.4% 35% False False 14,405
80 483-4 319-4 164-0 47.8% 8-1 2.4% 14% False False 12,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 412-6
2.618 387-7
1.618 372-5
1.000 363-2
0.618 357-3
HIGH 348-0
0.618 342-1
0.500 340-3
0.382 338-5
LOW 332-6
0.618 323-3
1.000 317-4
1.618 308-1
2.618 292-7
4.250 268-0
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 342-2 340-7
PP 341-3 338-4
S1 340-3 336-1

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

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