CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 377-0 369-4 -7-4 -2.0% 391-0
High 378-0 369-4 -8-4 -2.2% 393-4
Low 374-2 365-6 -8-4 -2.3% 374-4
Close 374-6 366-0 -8-6 -2.3% 376-2
Range 3-6 3-6 0-0 0.0% 19-0
ATR 5-0 5-2 0-2 5.8% 0-0
Volume 12,927 16,512 3,585 27.7% 35,287
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 378-3 375-7 368-0
R3 374-5 372-1 367-0
R2 370-7 370-7 366-6
R1 368-3 368-3 366-3 367-6
PP 367-1 367-1 367-1 366-6
S1 364-5 364-5 365-5 364-0
S2 363-3 363-3 365-2
S3 359-5 360-7 365-0
S4 355-7 357-1 364-0
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
5 379-0 365-6 13-2 3.6% 2-5 0.7% 2% False True 9,983
10 395-4 365-6 29-6 8.1% 3-3 0.9% 1% False True 9,665
20 405-0 365-6 39-2 10.7% 3-2 0.9% 1% False True 10,548
40 406-4 365-6 40-6 11.1% 3-1 0.9% 1% False True 7,962
60 445-0 365-6 79-2 21.7% 3-3 0.9% 0% False True 6,754
80 445-0 365-6 79-2 21.7% 3-4 1.0% 0% False True 5,551
100 445-0 365-6 79-2 21.7% 4-0 1.1% 0% False True 4,886
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0-3
Fibonacci Retracements and Extensions
4.250 385-4
2.618 379-3
1.618 375-5
1.000 373-2
0.618 371-7
HIGH 369-4
0.618 368-1
0.500 367-5
0.382 367-1
LOW 365-6
0.618 363-3
1.000 362-0
1.618 359-5
2.618 355-7
4.250 349-6
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 367-5 372-3
PP 367-1 370-2
S1 366-4 368-1

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

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