CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 374-4 371-4 -3-0 -0.8% 379-0
High 378-4 372-0 -6-4 -1.7% 385-0
Low 371-2 369-2 -2-0 -0.5% 373-6
Close 373-2 369-2 -4-0 -1.1% 375-4
Range 7-2 2-6 -4-4 -62.1% 11-2
ATR 8-7 8-4 -0-3 -3.9% 0-0
Volume 22,742 23,812 1,070 4.7% 100,095
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 378-3 376-5 370-6
R3 375-5 373-7 370-0
R2 372-7 372-7 369-6
R1 371-1 371-1 369-4 370-5
PP 370-1 370-1 370-1 370-0
S1 368-3 368-3 369-0 367-7
S2 367-3 367-3 368-6
S3 364-5 365-5 368-4
S4 361-7 362-7 367-6
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 411-7 404-7 381-6
R3 400-5 393-5 378-5
R2 389-3 389-3 377-4
R1 382-3 382-3 376-4 380-2
PP 378-1 378-1 378-1 377-0
S1 371-1 371-1 374-4 369-0
S2 366-7 366-7 373-4
S3 355-5 359-7 372-3
S4 344-3 348-5 369-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382-6 369-2 13-4 3.7% 5-2 1.4% 0% False True 26,182
10 395-0 369-2 25-6 7.0% 6-4 1.8% 0% False True 29,064
20 435-0 369-2 65-6 17.8% 6-2 1.7% 0% False True 23,536
40 435-0 369-2 65-6 17.8% 6-7 1.8% 0% False True 19,187
60 435-0 369-2 65-6 17.8% 8-1 2.2% 0% False True 16,603
80 435-0 352-4 82-4 22.3% 8-2 2.2% 20% False False 14,009
100 435-0 328-4 106-4 28.8% 7-7 2.1% 38% False False 12,027
120 435-0 328-4 106-4 28.8% 7-2 2.0% 38% False False 10,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 383-6
2.618 379-2
1.618 376-4
1.000 374-6
0.618 373-6
HIGH 372-0
0.618 371-0
0.500 370-5
0.382 370-2
LOW 369-2
0.618 367-4
1.000 366-4
1.618 364-6
2.618 362-0
4.250 357-4
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 370-5 374-4
PP 370-1 372-6
S1 369-6 371-0

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

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