CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 392-0 392-4 0-4 0.1% 406-4
High 398-4 395-0 -3-4 -0.9% 414-2
Low 392-0 391-6 -0-2 -0.1% 402-0
Close 394-6 395-2 0-4 0.1% 402-4
Range 6-4 3-2 -3-2 -50.0% 12-2
ATR 6-5 6-3 -0-2 -3.7% 0-0
Volume 33,079 42,697 9,618 29.1% 118,352
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 403-6 402-6 397-0
R3 400-4 399-4 396-1
R2 397-2 397-2 395-7
R1 396-2 396-2 395-4 396-6
PP 394-0 394-0 394-0 394-2
S1 393-0 393-0 395-0 393-4
S2 390-6 390-6 394-5
S3 387-4 389-6 394-3
S4 384-2 386-4 393-4
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 443-0 435-0 409-2
R3 430-6 422-6 405-7
R2 418-4 418-4 404-6
R1 410-4 410-4 403-5 408-3
PP 406-2 406-2 406-2 405-2
S1 398-2 398-2 401-3 396-1
S2 394-0 394-0 400-2
S3 381-6 386-0 399-1
S4 369-4 373-6 395-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412-4 391-6 20-6 5.2% 5-4 1.4% 17% False True 29,713
10 414-4 391-6 22-6 5.8% 4-4 1.1% 15% False True 26,746
20 414-4 391-6 22-6 5.8% 4-5 1.2% 15% False True 24,441
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 False
Bull Hook False
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 408-6
2.618 403-4
1.618 400-2
1.000 398-2
0.618 397-0
HIGH 395-0
0.618 393-6
0.500 393-3
0.382 393-0
LOW 391-6
0.618 389-6
1.000 388-4
1.618 386-4
2.618 383-2
4.250 378-0
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 394-5 395-4
PP 394-0 395-3
S1 393-3 395-3

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

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