CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 349-0 349-0 0-0 0.0% 325-0
High 353-0 351-4 -1-4 -0.4% 353-0
Low 342-2 345-4 3-2 0.9% 324-2
Close 346-6 351-2 4-4 1.3% 346-6
Range 10-6 6-0 -4-6 -44.2% 28-6
ATR 11-2 10-7 -0-3 -3.3% 0-0
Volume 17,280 38,440 21,160 122.5% 76,331
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 367-3 365-3 354-4
R3 361-3 359-3 352-7
R2 355-3 355-3 352-3
R1 353-3 353-3 351-6 354-3
PP 349-3 349-3 349-3 350-0
S1 347-3 347-3 350-6 348-3
S2 343-3 343-3 350-1
S3 337-3 341-3 349-5
S4 331-3 335-3 348-0
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
5 353-0 330-0 23-0 6.5% 11-2 3.2% 92% False False 20,938
10 361-2 324-2 37-0 10.5% 12-2 3.5% 73% False False 21,574
20 361-2 319-4 41-6 11.9% 9-4 2.7% 76% False False 20,079
40 388-0 319-4 68-4 19.5% 9-1 2.6% 46% False False 16,556
60 388-0 319-4 68-4 19.5% 8-5 2.4% 46% False False 14,899
80 480-0 319-4 160-4 45.7% 8-1 2.3% 20% False False 13,190
100 483-4 319-4 164-0 46.7% 7-7 2.3% 19% False False 11,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 377-0
2.618 367-2
1.618 361-2
1.000 357-4
0.618 355-2
HIGH 351-4
0.618 349-2
0.500 348-4
0.382 347-6
LOW 345-4
0.618 341-6
1.000 339-4
1.618 335-6
2.618 329-6
4.250 320-0
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 350-3 348-7
PP 349-3 346-5
S1 348-4 344-2

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

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