CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	346-0	333-4	-12-4	-3.6%	339-6
High	348-4	338-0	-10-4	-3.0%	370-2
Low	340-4	333-4	-7-0	-2.1%	338-4
Close	340-4	338-4	-2-0	-0.6%	340-4
Range	8-0	4-4	-3-4	-43.8%	31-6
ATR	9-2	9-1	-0-1	-1.8%	0-0
Volume	1,553	3,594	2,041	131.4%	18,440

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	350-1	348-7	341-0
R3	345-5	344-3	339-6
R2	341-1	341-1	339-3
R1	339-7	339-7	338-7	340-4
PP	336-5	336-5	336-5	337-0
S1	335-3	335-3	338-1	336-0
S2	332-1	332-1	337-5
S3	327-5	330-7	337-2
S4	323-1	326-3	336-0

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	445-0	424-4	358-0
R3	413-2	392-6	349-2
R2	381-4	381-4	346-3
R1	361-0	361-0	343-3	371-2
PP	349-6	349-6	349-6	354-7
S1	329-2	329-2	337-5	339-4
S2	318-0	318-0	334-5
S3	286-2	297-4	331-6
S4	254-4	265-6	323-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	370-2	333-4	36-6	10.9%	8-2	2.4%	14%	False	True	3,760
10	370-2	328-4	41-6	12.3%	6-4	1.9%	24%	False	False	3,969
20	370-2	328-4	41-6	12.3%	5-2	1.6%	24%	False	False	3,518
40	395-0	328-4	66-4	19.6%	4-7	1.5%	15%	False	False	2,781

Crabel Price Patterns
NR	True
NR4	True
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	0-5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	357-1
2.618	349-6
1.618	345-2
1.000	342-4
0.618	340-6
HIGH	338-0
0.618	336-2
0.500	335-6
0.382	335-2
LOW	333-4
0.618	330-6
1.000	329-0
1.618	326-2
2.618	321-6
4.250	314-3

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	337-5	343-4
PP	336-5	341-7
S1	335-6	340-1

Download as Excel Spreadsheet

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

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