CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 370-0 373-0 3-0 0.8% 362-6
High 376-4 375-4 -1-0 -0.3% 376-4
Low 369-4 371-6 2-2 0.6% 362-2
Close 376-0 374-4 -1-4 -0.4% 374-4
Range 7-0 3-6 -3-2 -46.4% 14-2
ATR 7-0 6-7 -0-2 -2.8% 0-0
Volume 87,013 83,044 -3,969 -4.6% 390,993
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 385-1 383-5 376-4
R3 381-3 379-7 375-4
R2 377-5 377-5 375-2
R1 376-1 376-1 374-7 376-7
PP 373-7 373-7 373-7 374-2
S1 372-3 372-3 374-1 373-1
S2 370-1 370-1 373-6
S3 366-3 368-5 373-4
S4 362-5 364-7 372-4
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 413-7 408-3 382-3
R3 399-5 394-1 378-3
R2 385-3 385-3 377-1
R1 379-7 379-7 375-6 382-5
PP 371-1 371-1 371-1 372-4
S1 365-5 365-5 373-2 368-3
S2 356-7 356-7 371-7
S3 342-5 351-3 370-5
S4 328-3 337-1 366-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-4 362-2 14-2 3.8% 5-3 1.4% 86% False False 78,198
10 378-4 361-4 17-0 4.5% 5-3 1.4% 76% False False 89,473
20 391-0 361-4 29-4 7.9% 6-2 1.7% 44% False False 99,350
40 391-0 359-0 32-0 8.5% 6-0 1.6% 48% False False 76,575
60 435-0 359-0 76-0 20.3% 6-1 1.6% 20% False False 57,743
80 435-0 359-0 76-0 20.3% 6-6 1.8% 20% False False 47,295
100 435-0 359-0 76-0 20.3% 7-3 2.0% 20% False False 39,851
120 435-0 352-4 82-4 22.0% 7-4 2.0% 27% False False 34,180
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 391-4
2.618 385-3
1.618 381-5
1.000 379-2
0.618 377-7
HIGH 375-4
0.618 374-1
0.500 373-5
0.382 373-1
LOW 371-6
0.618 369-3
1.000 368-0
1.618 365-5
2.618 361-7
4.250 355-6
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 374-2 373-3
PP 373-7 372-1
S1 373-5 371-0

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

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