CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 368-0 374-0 6-0 1.6% 367-0
High 376-2 375-6 -0-4 -0.1% 378-0
Low 367-4 371-0 3-4 1.0% 359-0
Close 373-2 375-0 1-6 0.5% 363-0
Range 8-6 4-6 -4-0 -45.7% 19-0
ATR 8-1 7-7 -0-2 -2.9% 0-0
Volume 95,130 99,213 4,083 4.3% 233,326
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 388-1 386-3 377-5
R3 383-3 381-5 376-2
R2 378-5 378-5 375-7
R1 376-7 376-7 375-3 377-6
PP 373-7 373-7 373-7 374-3
S1 372-1 372-1 374-5 373-0
S2 369-1 369-1 374-1
S3 364-3 367-3 373-6
S4 359-5 362-5 372-3
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 423-5 412-3 373-4
R3 404-5 393-3 368-2
R2 385-5 385-5 366-4
R1 374-3 374-3 364-6 370-4
PP 366-5 366-5 366-5 364-6
S1 355-3 355-3 361-2 351-4
S2 347-5 347-5 359-4
S3 328-5 336-3 357-6
S4 309-5 317-3 352-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 376-2 359-0 17-2 4.6% 6-6 1.8% 93% False False 80,298
10 378-0 359-0 19-0 5.1% 6-5 1.8% 84% False False 61,931
20 393-0 359-0 34-0 9.1% 6-0 1.6% 47% False False 45,405
40 435-0 359-0 76-0 20.3% 6-3 1.7% 21% False False 30,437
60 435-0 359-0 76-0 20.3% 7-0 1.9% 21% False False 25,160
80 435-0 359-0 76-0 20.3% 8-0 2.1% 21% False False 21,171
100 435-0 333-4 101-4 27.1% 7-7 2.1% 41% False False 18,062
120 435-0 328-4 106-4 28.4% 7-4 2.0% 44% False False 15,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 396-0
2.618 388-1
1.618 383-3
1.000 380-4
0.618 378-5
HIGH 375-6
0.618 373-7
0.500 373-3
0.382 372-7
LOW 371-0
0.618 368-1
1.000 366-2
1.618 363-3
2.618 358-5
4.250 350-6
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 374-4 374-0
PP 373-7 372-7
S1 373-3 371-7

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

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