CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 372-0 370-6 -1-2 -0.3% 362-6
High 374-6 370-6 -4-0 -1.1% 376-4
Low 370-4 362-4 -8-0 -2.2% 362-2
Close 370-6 362-6 -8-0 -2.2% 374-4
Range 4-2 8-2 4-0 94.1% 14-2
ATR 6-5 6-6 0-1 1.7% 0-0
Volume 58,909 73,826 14,917 25.3% 390,993
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 390-1 384-5 367-2
R3 381-7 376-3 365-0
R2 373-5 373-5 364-2
R1 368-1 368-1 363-4 366-6
PP 365-3 365-3 365-3 364-5
S1 359-7 359-7 362-0 358-4
S2 357-1 357-1 361-2
S3 348-7 351-5 360-4
S4 340-5 343-3 358-2
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
5 376-4 362-4 14-0 3.9% 6-3 1.8% 2% False True 75,643
10 376-4 361-4 15-0 4.1% 5-5 1.6% 8% False False 85,726
20 391-0 361-4 29-4 8.1% 5-7 1.6% 4% False False 94,160
40 391-0 359-0 32-0 8.8% 6-1 1.7% 12% False False 78,429
60 435-0 359-0 76-0 21.0% 6-1 1.7% 5% False False 59,541
80 435-0 359-0 76-0 21.0% 6-5 1.8% 5% False False 48,764
100 435-0 359-0 76-0 21.0% 7-2 2.0% 5% False False 41,016
120 435-0 352-4 82-4 22.7% 7-4 2.1% 12% False False 35,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 405-6
2.618 392-3
1.618 384-1
1.000 379-0
0.618 375-7
HIGH 370-6
0.618 367-5
0.500 366-5
0.382 365-5
LOW 362-4
0.618 357-3
1.000 354-2
1.618 349-1
2.618 340-7
4.250 327-4
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 366-5 369-0
PP 365-3 366-7
S1 364-0 364-7

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

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