CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 364-6 356-4 -8-2 -2.3% 372-0
High 364-6 358-0 -6-6 -1.9% 374-6
Low 354-2 355-4 1-2 0.4% 354-2
Close 355-0 356-2 1-2 0.4% 356-2
Range 10-4 2-4 -8-0 -76.2% 20-4
ATR 7-1 6-6 -0-2 -4.1% 0-0
Volume 77,811 102,042 24,231 31.1% 417,212
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 364-1 362-5 357-5
R3 361-5 360-1 357-0
R2 359-1 359-1 356-6
R1 357-5 357-5 356-4 357-1
PP 356-5 356-5 356-5 356-2
S1 355-1 355-1 356-0 354-5
S2 354-1 354-1 355-6
S3 351-5 352-5 355-4
S4 349-1 350-1 354-7
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 423-2 410-2 367-4
R3 402-6 389-6 361-7
R2 382-2 382-2 360-0
R1 369-2 369-2 358-1 365-4
PP 361-6 361-6 361-6 359-7
S1 348-6 348-6 354-3 345-0
S2 341-2 341-2 352-4
S3 320-6 328-2 350-5
S4 300-2 307-6 345-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374-6 354-2 20-4 5.8% 6-4 1.8% 10% False False 83,442
10 376-4 354-2 22-2 6.2% 5-7 1.7% 9% False False 80,820
20 391-0 354-2 36-6 10.3% 6-2 1.8% 5% False False 91,788
40 391-0 354-2 36-6 10.3% 6-2 1.7% 5% False False 83,758
60 435-0 354-2 80-6 22.7% 6-2 1.8% 2% False False 63,854
80 435-0 354-2 80-6 22.7% 6-4 1.8% 2% False False 51,575
100 435-0 354-2 80-6 22.7% 7-2 2.0% 2% False False 43,619
120 435-0 352-4 82-4 23.2% 7-4 2.1% 5% False False 37,442
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 368-5
2.618 364-4
1.618 362-0
1.000 360-4
0.618 359-4
HIGH 358-0
0.618 357-0
0.500 356-6
0.382 356-4
LOW 355-4
0.618 354-0
1.000 353-0
1.618 351-4
2.618 349-0
4.250 344-7
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 356-6 360-1
PP 356-5 358-7
S1 356-3 357-4

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

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