CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 393-2 397-4 4-2 1.1% 352-4
High 402-0 404-4 2-4 0.6% 390-0
Low 392-4 395-0 2-4 0.6% 352-4
Close 401-0 401-2 0-2 0.1% 383-0
Range 9-4 9-4 0-0 0.0% 37-4
ATR 10-3 10-3 -0-1 -0.6% 0-0
Volume 4,052 6,991 2,939 72.5% 35,367
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 428-6 424-4 406-4
R3 419-2 415-0 403-7
R2 409-6 409-6 403-0
R1 405-4 405-4 402-1 407-5
PP 400-2 400-2 400-2 401-2
S1 396-0 396-0 400-3 398-1
S2 390-6 390-6 399-4
S3 381-2 386-4 398-5
S4 371-6 377-0 396-0
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 487-5 472-7 403-5
R3 450-1 435-3 393-2
R2 412-5 412-5 389-7
R1 397-7 397-7 386-4 405-2
PP 375-1 375-1 375-1 378-7
S1 360-3 360-3 379-4 367-6
S2 337-5 337-5 376-1
S3 300-1 322-7 372-6
S4 262-5 285-3 362-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 404-4 376-0 28-4 7.1% 8-1 2.0% 89% True False 7,494
10 404-4 352-4 52-0 13.0% 8-5 2.2% 94% True False 5,851
20 404-4 333-4 71-0 17.7% 8-5 2.1% 95% True False 5,183
40 404-4 328-4 76-0 18.9% 6-5 1.6% 96% True False 4,107
60 404-4 328-4 76-0 18.9% 5-7 1.5% 96% True False 3,450
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 1-1
Fibonacci Retracements and Extensions
4.250 444-7
2.618 429-3
1.618 419-7
1.000 414-0
0.618 410-3
HIGH 404-4
0.618 400-7
0.500 399-6
0.382 398-5
LOW 395-0
0.618 389-1
1.000 385-4
1.618 379-5
2.618 370-1
4.250 354-5
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 400-6 398-3
PP 400-2 395-3
S1 399-6 392-4

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

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