CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 366-6 362-6 -4-0 -1.1% 376-6
High 366-6 365-4 -1-2 -0.3% 378-4
Low 362-0 362-2 0-2 0.1% 361-4
Close 364-2 363-2 -1-0 -0.3% 364-2
Range 4-6 3-2 -1-4 -31.6% 17-0
ATR 7-3 7-0 -0-2 -4.0% 0-0
Volume 87,475 71,322 -16,153 -18.5% 503,744
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 373-3 371-5 365-0
R3 370-1 368-3 364-1
R2 366-7 366-7 363-7
R1 365-1 365-1 363-4 366-0
PP 363-5 363-5 363-5 364-1
S1 361-7 361-7 363-0 362-6
S2 360-3 360-3 362-5
S3 357-1 358-5 362-3
S4 353-7 355-3 361-4
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 419-1 408-5 373-5
R3 402-1 391-5 368-7
R2 385-1 385-1 367-3
R1 374-5 374-5 365-6 371-3
PP 368-1 368-1 368-1 366-4
S1 357-5 357-5 362-6 354-3
S2 351-1 351-1 361-1
S3 334-1 340-5 359-5
S4 317-1 323-5 354-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372-0 361-4 10-4 2.9% 4-6 1.3% 17% False False 96,002
10 388-6 361-4 27-2 7.5% 6-0 1.6% 6% False False 97,484
20 391-0 361-4 29-4 8.1% 6-0 1.7% 6% False False 95,797
40 391-0 359-0 32-0 8.8% 6-0 1.7% 13% False False 71,423
60 435-0 359-0 76-0 20.9% 6-2 1.7% 6% False False 53,329
80 435-0 359-0 76-0 20.9% 6-6 1.9% 6% False False 43,700
100 435-0 359-0 76-0 20.9% 7-4 2.1% 6% False False 36,852
120 435-0 340-0 95-0 26.2% 7-5 2.1% 24% False False 31,639
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 379-2
2.618 374-0
1.618 370-6
1.000 368-6
0.618 367-4
HIGH 365-4
0.618 364-2
0.500 363-7
0.382 363-4
LOW 362-2
0.618 360-2
1.000 359-0
1.618 357-0
2.618 353-6
4.250 348-4
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 363-7 364-1
PP 363-5 363-7
S1 363-4 363-4

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

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