CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 417-4 404-4 -13-0 -3.1% 414-4
High 421-0 408-4 -12-4 -3.0% 414-4
Low 406-2 400-0 -6-2 -1.5% 386-4
Close 407-2 400-0 -7-2 -1.8% 388-2
Range 14-6 8-4 -6-2 -42.4% 28-0
ATR 11-7 11-5 -0-2 -2.0% 0-0
Volume 8,014 9,805 1,791 22.3% 40,412
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 428-3 422-5 404-5
R3 419-7 414-1 402-3
R2 411-3 411-3 401-4
R1 405-5 405-5 400-6 404-2
PP 402-7 402-7 402-7 402-1
S1 397-1 397-1 399-2 395-6
S2 394-3 394-3 398-4
S3 385-7 388-5 397-5
S4 377-3 380-1 395-3
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 480-3 462-3 403-5
R3 452-3 434-3 396-0
R2 424-3 424-3 393-3
R1 406-3 406-3 390-7 401-3
PP 396-3 396-3 396-3 394-0
S1 378-3 378-3 385-5 373-3
S2 368-3 368-3 383-1
S3 340-3 350-3 380-4
S4 312-3 322-3 372-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 386-4 34-4 8.6% 13-4 3.4% 39% False False 8,026
10 432-0 386-4 45-4 11.4% 11-1 2.8% 30% False False 7,751
20 432-0 380-4 51-4 12.9% 9-3 2.4% 38% False False 6,780
40 432-0 333-0 99-0 24.8% 8-6 2.2% 68% False False 5,740
60 432-0 328-4 103-4 25.9% 7-2 1.8% 69% False False 4,785
80 432-0 328-4 103-4 25.9% 6-4 1.6% 69% False False 4,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 444-5
2.618 430-6
1.618 422-2
1.000 417-0
0.618 413-6
HIGH 408-4
0.618 405-2
0.500 404-2
0.382 403-2
LOW 400-0
0.618 394-6
1.000 391-4
1.618 386-2
2.618 377-6
4.250 363-7
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 404-2 409-2
PP 402-7 406-1
S1 401-3 403-1

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

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