CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 349-0 355-4 6-4 1.9% 325-0
High 351-4 358-2 6-6 1.9% 353-0
Low 345-4 349-4 4-0 1.2% 324-2
Close 351-2 354-0 2-6 0.8% 346-6
Range 6-0 8-6 2-6 45.8% 28-6
ATR 10-7 10-6 -0-1 -1.4% 0-0
Volume 38,440 18,245 -20,195 -52.5% 76,331
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 380-1 375-7 358-6
R3 371-3 367-1 356-3
R2 362-5 362-5 355-5
R1 358-3 358-3 354-6 356-1
PP 353-7 353-7 353-7 352-6
S1 349-5 349-5 353-2 347-3
S2 345-1 345-1 352-3
S3 336-3 340-7 351-5
S4 327-5 332-1 349-2
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
5 358-2 332-6 25-4 7.2% 11-1 3.1% 83% True False 21,427
10 358-2 324-2 34-0 9.6% 10-5 3.0% 88% True False 22,559
20 361-2 319-4 41-6 11.8% 9-4 2.7% 83% False False 20,453
40 384-4 319-4 65-0 18.4% 9-0 2.5% 53% False False 16,850
60 388-0 319-4 68-4 19.4% 8-5 2.4% 50% False False 14,963
80 480-0 319-4 160-4 45.3% 8-1 2.3% 21% False False 13,378
100 483-4 319-4 164-0 46.3% 7-7 2.2% 21% False False 11,902
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 395-4
2.618 381-1
1.618 372-3
1.000 367-0
0.618 363-5
HIGH 358-2
0.618 354-7
0.500 353-7
0.382 352-7
LOW 349-4
0.618 344-1
1.000 340-6
1.618 335-3
2.618 326-5
4.250 312-2
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 354-0 352-6
PP 353-7 351-4
S1 353-7 350-2

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

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