CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 388-0 384-0 -4-0 -1.0% 384-4
High 388-2 386-0 -2-2 -0.6% 400-0
Low 381-0 381-4 0-4 0.1% 381-0
Close 385-0 383-6 -1-2 -0.3% 383-6
Range 7-2 4-4 -2-6 -37.9% 19-0
ATR 12-2 11-5 -0-4 -4.5% 0-0
Volume 31,123 19,491 -11,632 -37.4% 140,712
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 397-2 395-0 386-2
R3 392-6 390-4 385-0
R2 388-2 388-2 384-5
R1 386-0 386-0 384-1 384-7
PP 383-6 383-6 383-6 383-2
S1 381-4 381-4 383-3 380-3
S2 379-2 379-2 382-7
S3 374-6 377-0 382-4
S4 370-2 372-4 381-2
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 445-2 433-4 394-2
R3 426-2 414-4 389-0
R2 407-2 407-2 387-2
R1 395-4 395-4 385-4 391-7
PP 388-2 388-2 388-2 386-4
S1 376-4 376-4 382-0 372-7
S2 369-2 369-2 380-2
S3 350-2 357-4 378-4
S4 331-2 338-4 373-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400-0 381-0 19-0 5.0% 8-6 2.3% 14% False False 28,142
10 400-0 343-4 56-4 14.7% 10-6 2.8% 71% False False 30,888
20 400-0 324-2 75-6 19.7% 10-0 2.6% 79% False False 24,527
40 400-0 319-4 80-4 21.0% 9-4 2.5% 80% False False 21,310
60 400-0 319-4 80-4 21.0% 9-2 2.4% 80% False False 18,405
80 420-0 319-4 100-4 26.2% 8-5 2.2% 64% False False 16,674
100 483-4 319-4 164-0 42.7% 8-3 2.2% 39% False False 14,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 405-1
2.618 397-6
1.618 393-2
1.000 390-4
0.618 388-6
HIGH 386-0
0.618 384-2
0.500 383-6
0.382 383-2
LOW 381-4
0.618 378-6
1.000 377-0
1.618 374-2
2.618 369-6
4.250 362-3
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 383-6 390-4
PP 383-6 388-2
S1 383-6 386-0

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

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