CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 353-0 350-0 -3-0 -0.8% 349-0
High 358-4 352-4 -6-0 -1.7% 358-4
Low 350-4 344-6 -5-6 -1.6% 344-6
Close 353-2 346-4 -6-6 -1.9% 346-4
Range 8-0 7-6 -0-2 -3.1% 13-6
ATR 10-3 10-2 -0-1 -1.3% 0-0
Volume 17,770 10,827 -6,943 -39.1% 105,324
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 371-1 366-5 350-6
R3 363-3 358-7 348-5
R2 355-5 355-5 347-7
R1 351-1 351-1 347-2 349-4
PP 347-7 347-7 347-7 347-1
S1 343-3 343-3 345-6 341-6
S2 340-1 340-1 345-1
S3 332-3 335-5 344-3
S4 324-5 327-7 342-2
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 391-1 382-5 354-0
R3 377-3 368-7 350-2
R2 363-5 363-5 349-0
R1 355-1 355-1 347-6 352-4
PP 349-7 349-7 349-7 348-5
S1 341-3 341-3 345-2 338-6
S2 336-1 336-1 344-0
S3 322-3 327-5 342-6
S4 308-5 313-7 339-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-4 344-6 13-6 4.0% 7-6 2.2% 13% False True 21,064
10 358-4 324-2 34-2 9.9% 9-3 2.7% 65% False False 18,165
20 361-2 319-4 41-6 12.0% 9-5 2.8% 65% False False 18,833
40 361-2 319-4 41-6 12.0% 8-6 2.5% 65% False False 17,229
60 388-0 319-4 68-4 19.8% 8-6 2.5% 39% False False 14,988
80 480-0 319-4 160-4 46.3% 8-1 2.4% 17% False False 13,804
100 483-4 319-4 164-0 47.3% 8-0 2.3% 16% False False 12,108
Crabel Price Patterns
NR True
NR4 True
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 2-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 385-4
2.618 372-6
1.618 365-0
1.000 360-2
0.618 357-2
HIGH 352-4
0.618 349-4
0.500 348-5
0.382 347-6
LOW 344-6
0.618 340-0
1.000 337-0
1.618 332-2
2.618 324-4
4.250 311-6
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 348-5 351-5
PP 347-7 349-7
S1 347-2 348-2

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

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