CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 365-0 363-0 -2-0 -0.5% 389-0
High 370-4 366-0 -4-4 -1.2% 391-0
Low 362-4 361-4 -1-0 -0.3% 375-0
Close 365-4 365-2 -0-2 -0.1% 375-4
Range 8-0 4-4 -3-4 -43.8% 16-0
ATR 7-6 7-4 -0-2 -3.0% 0-0
Volume 95,705 150,357 54,652 57.1% 523,829
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 377-6 376-0 367-6
R3 373-2 371-4 366-4
R2 368-6 368-6 366-1
R1 367-0 367-0 365-5 367-7
PP 364-2 364-2 364-2 364-6
S1 362-4 362-4 364-7 363-3
S2 359-6 359-6 364-3
S3 355-2 358-0 364-0
S4 350-6 353-4 362-6
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 428-4 418-0 384-2
R3 412-4 402-0 379-7
R2 396-4 396-4 378-3
R1 386-0 386-0 377-0 383-2
PP 380-4 380-4 380-4 379-1
S1 370-0 370-0 374-0 367-2
S2 364-4 364-4 372-5
S3 348-4 354-0 371-1
S4 332-4 338-0 366-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-4 361-4 26-0 7.1% 6-7 1.9% 14% False True 100,350
10 391-0 361-4 29-4 8.1% 6-4 1.8% 13% False True 105,723
20 391-0 361-4 29-4 8.1% 6-1 1.7% 13% False True 96,727
40 395-0 359-0 36-0 9.9% 6-3 1.7% 17% False False 69,251
60 435-0 359-0 76-0 20.8% 6-3 1.7% 8% False False 51,197
80 435-0 359-0 76-0 20.8% 6-7 1.9% 8% False False 41,970
100 435-0 359-0 76-0 20.8% 7-5 2.1% 8% False False 35,337
120 435-0 333-4 101-4 27.8% 7-5 2.1% 31% False False 30,359
Crabel Price Patterns
NR True
NR4 False
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 385-1
2.618 377-6
1.618 373-2
1.000 370-4
0.618 368-6
HIGH 366-0
0.618 364-2
0.500 363-6
0.382 363-2
LOW 361-4
0.618 358-6
1.000 357-0
1.618 354-2
2.618 349-6
4.250 342-3
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 364-6 366-6
PP 364-2 366-2
S1 363-6 365-6

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

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