CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 364-0 368-0 4-0 1.1% 365-4
High 376-0 373-0 -3-0 -0.8% 368-4
Low 361-6 367-2 5-4 1.5% 355-0
Close 371-4 367-6 -3-6 -1.0% 360-0
Range 14-2 5-6 -8-4 -59.6% 13-4
ATR 8-2 8-0 -0-1 -2.1% 0-0
Volume 97,358 192,526 95,168 97.8% 413,279
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 386-5 382-7 370-7
R3 380-7 377-1 369-3
R2 375-1 375-1 368-6
R1 371-3 371-3 368-2 370-3
PP 369-3 369-3 369-3 368-6
S1 365-5 365-5 367-2 364-5
S2 363-5 363-5 366-6
S3 357-7 359-7 366-1
S4 352-1 354-1 364-5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 401-5 394-3 367-3
R3 388-1 380-7 363-6
R2 374-5 374-5 362-4
R1 367-3 367-3 361-2 364-2
PP 361-1 361-1 361-1 359-5
S1 353-7 353-7 358-6 350-6
S2 347-5 347-5 357-4
S3 334-1 340-3 356-2
S4 320-5 326-7 352-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-0 355-0 21-0 5.7% 7-3 2.0% 61% False False 120,321
10 376-0 355-0 21-0 5.7% 6-5 1.8% 61% False False 135,208
20 376-0 347-6 28-2 7.7% 6-5 1.8% 71% False False 131,205
40 426-0 347-6 78-2 21.3% 6-7 1.9% 26% False False 122,261
60 426-0 347-6 78-2 21.3% 7-6 2.1% 26% False False 119,249
80 426-0 347-6 78-2 21.3% 8-5 2.4% 26% False False 104,689
100 426-0 343-4 82-4 22.4% 9-1 2.5% 29% False False 89,471
120 426-0 319-4 106-4 29.0% 9-1 2.5% 45% False False 77,906
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 397-4
2.618 388-0
1.618 382-2
1.000 378-6
0.618 376-4
HIGH 373-0
0.618 370-6
0.500 370-1
0.382 369-4
LOW 367-2
0.618 363-6
1.000 361-4
1.618 358-0
2.618 352-2
4.250 342-6
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 370-1 367-0
PP 369-3 366-2
S1 368-4 365-4

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

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