CME Pit-Traded Corn Future July 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 377-4 373-4 -4-0 -1.1% 388-0
High 378-0 376-6 -1-2 -0.3% 388-2
Low 373-4 373-4 0-0 0.0% 372-6
Close 375-4 374-2 -1-2 -0.3% 375-4
Range 4-4 3-2 -1-2 -27.8% 15-4
ATR 6-6 6-4 -0-2 -3.7% 0-0
Volume 28,742 21,030 -7,712 -26.8% 170,413
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 384-5 382-5 376-0
R3 381-3 379-3 375-1
R2 378-1 378-1 374-7
R1 376-1 376-1 374-4 377-1
PP 374-7 374-7 374-7 375-2
S1 372-7 372-7 374-0 373-7
S2 371-5 371-5 373-5
S3 368-3 369-5 373-3
S4 365-1 366-3 372-4
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 425-3 415-7 384-0
R3 409-7 400-3 379-6
R2 394-3 394-3 378-3
R1 384-7 384-7 376-7 381-7
PP 378-7 378-7 378-7 377-2
S1 369-3 369-3 374-1 366-3
S2 363-3 363-3 372-5
S3 347-7 353-7 371-2
S4 332-3 338-3 367-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-0 372-6 10-2 2.7% 4-1 1.1% 15% False False 30,874
10 399-0 372-6 26-2 7.0% 5-1 1.4% 6% False False 28,436
20 401-4 372-6 28-6 7.7% 5-3 1.4% 5% False False 28,340
40 401-4 368-6 32-6 8.8% 5-3 1.4% 17% False False 27,981
60 443-0 368-6 74-2 19.8% 5-6 1.5% 7% False False 24,174
80 443-0 368-6 74-2 19.8% 6-4 1.7% 7% False False 21,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 390-4
2.618 385-2
1.618 382-0
1.000 380-0
0.618 378-6
HIGH 376-6
0.618 375-4
0.500 375-1
0.382 374-6
LOW 373-4
0.618 371-4
1.000 370-2
1.618 368-2
2.618 365-0
4.250 359-6
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 375-1 375-3
PP 374-7 375-0
S1 374-4 374-5

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

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