CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 404-4 395-0 -9-4 -2.3% 393-4
High 408-4 395-0 -13-4 -3.3% 421-0
Low 400-0 391-4 -8-4 -2.1% 389-2
Close 400-0 391-0 -9-0 -2.3% 391-0
Range 8-4 3-4 -5-0 -58.8% 31-6
ATR 11-5 11-4 -0-2 -1.9% 0-0
Volume 9,805 13,242 3,437 35.1% 43,989
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 403-0 400-4 392-7
R3 399-4 397-0 392-0
R2 396-0 396-0 391-5
R1 393-4 393-4 391-3 393-0
PP 392-4 392-4 392-4 392-2
S1 390-0 390-0 390-5 389-4
S2 389-0 389-0 390-3
S3 385-4 386-4 390-0
S4 382-0 383-0 389-1
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 495-5 475-1 408-4
R3 463-7 443-3 399-6
R2 432-1 432-1 396-7
R1 411-5 411-5 393-7 406-0
PP 400-3 400-3 400-3 397-5
S1 379-7 379-7 388-1 374-2
S2 368-5 368-5 385-1
S3 336-7 348-1 382-2
S4 305-1 316-3 373-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 389-2 31-6 8.1% 12-3 3.2% 6% False False 8,797
10 421-0 386-4 34-4 8.8% 10-0 2.6% 13% False False 8,440
20 432-0 386-4 45-4 11.6% 9-2 2.4% 10% False False 6,986
40 432-0 333-4 98-4 25.2% 8-5 2.2% 58% False False 5,942
60 432-0 328-4 103-4 26.5% 7-2 1.9% 60% False False 4,959
80 432-0 328-4 103-4 26.5% 6-4 1.7% 60% False False 4,254
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 1-4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 409-7
2.618 404-1
1.618 400-5
1.000 398-4
0.618 397-1
HIGH 395-0
0.618 393-5
0.500 393-2
0.382 392-7
LOW 391-4
0.618 389-3
1.000 388-0
1.618 385-7
2.618 382-3
4.250 376-5
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 393-2 406-2
PP 392-4 401-1
S1 391-6 396-1

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

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