CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 369-4 365-6 -3-6 -1.0% 391-0
High 369-4 365-6 -3-6 -1.0% 393-4
Low 365-6 365-6 0-0 0.0% 374-4
Close 366-0 366-0 0-0 0.0% 376-2
Range 3-6 0-0 -3-6 -100.0% 19-0
ATR 5-2 4-7 -0-3 -6.8% 0-0
Volume 16,512 17,596 1,084 6.6% 35,287
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 365-7 365-7 366-0
R3 365-7 365-7 366-0
R2 365-7 365-7 366-0
R1 365-7 365-7 366-0 365-7
PP 365-7 365-7 365-7 365-6
S1 365-7 365-7 366-0 365-7
S2 365-7 365-7 366-0
S3 365-7 365-7 366-0
S4 365-7 365-7 366-0
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% 2-4 0.7% 2% False True 12,506
10 394-0 365-6 28-2 7.7% 3-0 0.8% 1% False True 10,057
20 405-0 365-6 39-2 10.7% 3-2 0.9% 1% False True 10,930
40 406-4 365-6 40-6 11.1% 3-0 0.8% 1% False True 8,276
60 445-0 365-6 79-2 21.7% 3-2 0.9% 0% False True 6,956
80 445-0 365-6 79-2 21.7% 3-4 0.9% 0% False True 5,754
100 445-0 365-6 79-2 21.7% 4-0 1.1% 0% False True 5,053
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 365-6
2.618 365-6
1.618 365-6
1.000 365-6
0.618 365-6
HIGH 365-6
0.618 365-6
0.500 365-6
0.382 365-6
LOW 365-6
0.618 365-6
1.000 365-6
1.618 365-6
2.618 365-6
4.250 365-6
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 365-7 371-7
PP 365-7 369-7
S1 365-6 368-0

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

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