CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 351-4 356-0 4-4 1.3% 349-0
High 356-4 362-4 6-0 1.7% 364-4
Low 349-4 356-0 6-4 1.9% 345-4
Close 355-4 359-2 3-6 1.1% 364-0
Range 7-0 6-4 -0-4 -7.1% 19-0
ATR 7-7 7-7 -0-1 -0.8% 0-0
Volume 107,934 96,888 -11,046 -10.2% 773,882
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 378-6 375-4 362-7
R3 372-2 369-0 361-0
R2 365-6 365-6 360-4
R1 362-4 362-4 359-7 364-1
PP 359-2 359-2 359-2 360-0
S1 356-0 356-0 358-5 357-5
S2 352-6 352-6 358-0
S3 346-2 349-4 357-4
S4 339-6 343-0 355-5
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 415-0 408-4 374-4
R3 396-0 389-4 369-2
R2 377-0 377-0 367-4
R1 370-4 370-4 365-6 373-6
PP 358-0 358-0 358-0 359-5
S1 351-4 351-4 362-2 354-6
S2 339-0 339-0 360-4
S3 320-0 332-4 358-6
S4 301-0 313-4 353-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-4 347-6 16-6 4.7% 7-4 2.1% 69% False False 130,685
10 364-4 344-0 20-4 5.7% 7-3 2.1% 74% False False 142,109
20 366-0 343-4 22-4 6.3% 6-7 1.9% 70% False False 114,613
40 391-0 343-4 47-4 13.2% 6-3 1.8% 33% False False 104,387
60 391-0 343-4 47-4 13.2% 6-3 1.8% 33% False False 90,491
80 435-0 343-4 91-4 25.5% 6-2 1.7% 17% False False 73,309
100 435-0 343-4 91-4 25.5% 6-6 1.9% 17% False False 61,934
120 435-0 343-4 91-4 25.5% 7-1 2.0% 17% False False 53,283
Crabel Price Patterns
NR True
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 390-1
2.618 379-4
1.618 373-0
1.000 369-0
0.618 366-4
HIGH 362-4
0.618 360-0
0.500 359-2
0.382 358-4
LOW 356-0
0.618 352-0
1.000 349-4
1.618 345-4
2.618 339-0
4.250 328-3
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 359-2 357-7
PP 359-2 356-4
S1 359-2 355-1

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

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