CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 345-4 355-4 10-0 2.9% 333-4
High 358-6 355-4 -3-2 -0.9% 358-6
Low 345-4 355-4 10-0 2.9% 333-4
Close 358-4 355-4 -3-0 -0.8% 355-4
Range 13-2 0-0 -13-2 -100.0% 25-2
ATR 9-7 9-3 -0-4 -5.0% 0-0
Volume 3,419 4,052 633 18.5% 18,338
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 355-4 355-4 355-4
R3 355-4 355-4 355-4
R2 355-4 355-4 355-4
R1 355-4 355-4 355-4 355-4
PP 355-4 355-4 355-4 355-4
S1 355-4 355-4 355-4 355-4
S2 355-4 355-4 355-4
S3 355-4 355-4 355-4
S4 355-4 355-4 355-4
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 425-0 415-4 369-3
R3 399-6 390-2 362-4
R2 374-4 374-4 360-1
R1 365-0 365-0 357-7 369-6
PP 349-2 349-2 349-2 351-5
S1 339-6 339-6 353-1 344-4
S2 324-0 324-0 350-7
S3 298-6 314-4 348-4
S4 273-4 289-2 341-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-6 333-4 25-2 7.1% 8-2 2.3% 87% False False 3,667
10 370-2 333-4 36-6 10.3% 8-1 2.3% 60% False False 3,677
20 370-2 328-4 41-6 11.7% 6-1 1.7% 65% False False 3,748
40 395-0 328-4 66-4 18.7% 5-5 1.6% 41% False False 2,977
60 395-0 328-4 66-4 18.7% 5-0 1.4% 41% False False 2,729
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 0-5
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 355-4
2.618 355-4
1.618 355-4
1.000 355-4
0.618 355-4
HIGH 355-4
0.618 355-4
0.500 355-4
0.382 355-4
LOW 355-4
0.618 355-4
1.000 355-4
1.618 355-4
2.618 355-4
4.250 355-4
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 355-4 353-7
PP 355-4 352-2
S1 355-4 350-5

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

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