CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 335-4 349-0 13-4 4.0% 325-0
High 350-4 353-0 2-4 0.7% 353-0
Low 335-4 342-2 6-6 2.0% 324-2
Close 349-6 346-6 -3-0 -0.9% 346-6
Range 15-0 10-6 -4-2 -28.3% 28-6
ATR 11-3 11-2 0-0 -0.4% 0-0
Volume 18,485 17,280 -1,205 -6.5% 76,331
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 379-5 373-7 352-5
R3 368-7 363-1 349-6
R2 358-1 358-1 348-6
R1 352-3 352-3 347-6 349-7
PP 347-3 347-3 347-3 346-0
S1 341-5 341-5 345-6 339-1
S2 336-5 336-5 344-6
S3 325-7 330-7 343-6
S4 315-1 320-1 340-7
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 427-5 415-7 362-4
R3 398-7 387-1 354-5
R2 370-1 370-1 352-0
R1 358-3 358-3 349-3 364-2
PP 341-3 341-3 341-3 344-2
S1 329-5 329-5 344-1 335-4
S2 312-5 312-5 341-4
S3 283-7 300-7 338-7
S4 255-1 272-1 331-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 353-0 324-2 28-6 8.3% 11-1 3.2% 78% True False 15,266
10 361-2 324-2 37-0 10.7% 12-1 3.5% 61% False False 18,872
20 361-2 319-4 41-6 12.0% 9-4 2.7% 65% False False 18,703
40 388-0 319-4 68-4 19.8% 9-2 2.7% 40% False False 15,797
60 388-0 319-4 68-4 19.8% 8-5 2.5% 40% False False 14,607
80 481-4 319-4 162-0 46.7% 8-1 2.3% 17% False False 12,812
100 483-4 319-4 164-0 47.3% 7-7 2.3% 17% False False 11,443
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 398-6
2.618 381-1
1.618 370-3
1.000 363-6
0.618 359-5
HIGH 353-0
0.618 348-7
0.500 347-5
0.382 346-3
LOW 342-2
0.618 335-5
1.000 331-4
1.618 324-7
2.618 314-1
4.250 296-4
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 347-5 345-4
PP 347-3 344-1
S1 347-0 342-7

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

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