CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 365-6 359-2 -6-4 -1.8% 356-4
High 365-6 360-4 -5-2 -1.4% 367-2
Low 360-4 355-0 -5-4 -1.5% 355-0
Close 362-0 355-4 -6-4 -1.8% 355-4
Range 5-2 5-4 0-2 4.8% 12-2
ATR 8-5 8-4 -0-1 -1.3% 0-0
Volume 4,515 2,795 -1,720 -38.1% 25,834
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 373-4 370-0 358-4
R3 368-0 364-4 357-0
R2 362-4 362-4 356-4
R1 359-0 359-0 356-0 358-0
PP 357-0 357-0 357-0 356-4
S1 353-4 353-4 355-0 352-4
S2 351-4 351-4 354-4
S3 346-0 348-0 354-0
S4 340-4 342-4 352-4
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 396-0 388-0 362-2
R3 383-6 375-6 358-7
R2 371-4 371-4 357-6
R1 363-4 363-4 356-5 361-3
PP 359-2 359-2 359-2 358-2
S1 351-2 351-2 354-3 349-1
S2 347-0 347-0 353-2
S3 334-6 339-0 352-1
S4 322-4 326-6 348-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 367-2 355-0 12-2 3.4% 6-0 1.7% 4% False True 5,166
10 367-2 333-4 33-6 9.5% 7-1 2.0% 65% False False 4,417
20 370-2 328-4 41-6 11.7% 6-5 1.9% 65% False False 4,135
40 370-2 328-4 41-6 11.7% 5-2 1.5% 65% False False 3,407
60 395-0 328-4 66-4 18.7% 5-1 1.4% 41% False False 2,875
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 383-7
2.618 374-7
1.618 369-3
1.000 366-0
0.618 363-7
HIGH 360-4
0.618 358-3
0.500 357-6
0.382 357-1
LOW 355-0
0.618 351-5
1.000 349-4
1.618 346-1
2.618 340-5
4.250 331-5
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 357-6 360-3
PP 357-0 358-6
S1 356-2 357-1

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

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