CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 390-0 379-6 -10-2 -2.6% 382-2
High 390-0 384-4 -5-4 -1.4% 395-4
Low 382-6 379-2 -3-4 -0.9% 382-2
Close 382-6 385-0 2-2 0.6% 394-0
Range 7-2 5-2 -2-0 -27.6% 13-2
ATR 5-0 5-0 0-0 0.3% 0-0
Volume 7,812 6,207 -1,605 -20.5% 51,123
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 398-5 397-1 387-7
R3 393-3 391-7 386-4
R2 388-1 388-1 386-0
R1 386-5 386-5 385-4 387-3
PP 382-7 382-7 382-7 383-2
S1 381-3 381-3 384-4 382-1
S2 377-5 377-5 384-0
S3 372-3 376-1 383-4
S4 367-1 370-7 382-1
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 430-3 425-3 401-2
R3 417-1 412-1 397-5
R2 403-7 403-7 396-3
R1 398-7 398-7 395-2 401-3
PP 390-5 390-5 390-5 391-6
S1 385-5 385-5 392-6 388-1
S2 377-3 377-3 391-5
S3 364-1 372-3 390-3
S4 350-7 359-1 386-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395-4 379-2 16-2 4.2% 4-1 1.1% 35% False True 9,348
10 395-4 379-2 16-2 4.2% 3-1 0.8% 35% False True 9,708
20 406-4 379-2 27-2 7.1% 3-1 0.8% 21% False True 9,426
40 406-4 378-0 28-4 7.4% 3-1 0.8% 25% False False 7,151
60 445-0 378-0 67-0 17.4% 3-2 0.8% 10% False False 6,067
80 445-0 378-0 67-0 17.4% 3-7 1.0% 10% False False 5,039
100 445-0 378-0 67-0 17.4% 4-3 1.1% 10% False False 4,459
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 406-6
2.618 398-2
1.618 393-0
1.000 389-6
0.618 387-6
HIGH 384-4
0.618 382-4
0.500 381-7
0.382 381-2
LOW 379-2
0.618 376-0
1.000 374-0
1.618 370-6
2.618 365-4
4.250 357-0
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 384-0 386-3
PP 382-7 385-7
S1 381-7 385-4

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

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