CME Pit-Traded Corn Future September 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 375-2 377-0 1-6 0.5% 391-0
High 375-2 377-0 1-6 0.5% 393-4
Low 374-4 375-2 0-6 0.2% 374-4
Close 375-0 376-2 1-2 0.3% 376-2
Range 0-6 1-6 1-0 133.3% 19-0
ATR 5-4 5-2 -0-2 -4.5% 0-0
Volume 4,979 10,152 5,173 103.9% 35,287
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 381-3 380-5 377-2
R3 379-5 378-7 376-6
R2 377-7 377-7 376-5
R1 377-1 377-1 376-3 376-5
PP 376-1 376-1 376-1 376-0
S1 375-3 375-3 376-1 374-7
S2 374-3 374-3 375-7
S3 372-5 373-5 375-6
S4 370-7 371-7 375-2
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 438-3 426-3 386-6
R3 419-3 407-3 381-4
R2 400-3 400-3 379-6
R1 388-3 388-3 378-0 384-7
PP 381-3 381-3 381-3 379-6
S1 369-3 369-3 374-4 365-7
S2 362-3 362-3 372-6
S3 343-3 350-3 371-0
S4 324-3 331-3 365-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393-4 374-4 19-0 5.0% 3-5 1.0% 9% False False 7,057
10 395-4 374-4 21-0 5.6% 2-7 0.8% 8% False False 8,641
20 406-0 374-4 31-4 8.4% 3-1 0.8% 6% False False 9,818
40 406-4 374-4 32-0 8.5% 3-0 0.8% 5% False False 7,372
60 445-0 374-4 70-4 18.7% 3-2 0.8% 2% False False 6,291
80 445-0 374-4 70-4 18.7% 3-5 1.0% 2% False False 5,195
100 445-0 374-4 70-4 18.7% 4-2 1.1% 2% False False 4,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 384-4
2.618 381-5
1.618 379-7
1.000 378-6
0.618 378-1
HIGH 377-0
0.618 376-3
0.500 376-1
0.382 375-7
LOW 375-2
0.618 374-1
1.000 373-4
1.618 372-3
2.618 370-5
4.250 367-6
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 376-2 379-4
PP 376-1 378-3
S1 376-1 377-3

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

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