CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 393-4 397-6 4-2 1.1% 400-0
High 394-0 398-0 4-0 1.0% 401-4
Low 391-4 386-0 -5-4 -1.4% 386-0
Close 394-0 386-4 -7-4 -1.9% 386-4
Range 2-4 12-0 9-4 380.0% 15-4
ATR 7-2 7-5 0-3 4.7% 0-0
Volume 22,281 23,190 909 4.1% 127,487
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 426-1 418-3 393-1
R3 414-1 406-3 389-6
R2 402-1 402-1 388-6
R1 394-3 394-3 387-5 392-2
PP 390-1 390-1 390-1 389-1
S1 382-3 382-3 385-3 380-2
S2 378-1 378-1 384-2
S3 366-1 370-3 383-2
S4 354-1 358-3 379-7
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 437-7 427-5 395-0
R3 422-3 412-1 390-6
R2 406-7 406-7 389-3
R1 396-5 396-5 387-7 394-0
PP 391-3 391-3 391-3 390-0
S1 381-1 381-1 385-1 378-4
S2 375-7 375-7 383-5
S3 360-3 365-5 382-2
S4 344-7 350-1 378-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 401-4 386-0 15-4 4.0% 7-3 1.9% 3% False True 25,497
10 401-4 384-2 17-2 4.5% 6-6 1.7% 13% False False 27,376
20 401-4 368-6 32-6 8.5% 5-7 1.5% 54% False False 29,817
40 442-4 368-6 73-6 19.1% 5-7 1.5% 24% False False 27,787
60 443-0 368-6 74-2 19.2% 6-1 1.6% 24% False False 22,191
80 443-0 368-6 74-2 19.2% 6-7 1.8% 24% False False 20,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 449-0
2.618 429-3
1.618 417-3
1.000 410-0
0.618 405-3
HIGH 398-0
0.618 393-3
0.500 392-0
0.382 390-5
LOW 386-0
0.618 378-5
1.000 374-0
1.618 366-5
2.618 354-5
4.250 335-0
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 392-0 392-4
PP 390-1 390-4
S1 388-3 388-4

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

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