CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 353-0 346-0 -7-0 -2.0% 339-6
High 353-4 348-4 -5-0 -1.4% 370-2
Low 346-0 340-4 -5-4 -1.6% 338-4
Close 351-4 340-4 -11-0 -3.1% 340-4
Range 7-4 8-0 0-4 6.7% 31-6
ATR 9-1 9-2 0-1 1.4% 0-0
Volume 3,035 1,553 -1,482 -48.8% 18,440
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 367-1 361-7 344-7
R3 359-1 353-7 342-6
R2 351-1 351-1 342-0
R1 345-7 345-7 341-2 344-4
PP 343-1 343-1 343-1 342-4
S1 337-7 337-7 339-6 336-4
S2 335-1 335-1 339-0
S3 327-1 329-7 338-2
S4 319-1 321-7 336-1
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
5 370-2 338-4 31-6 9.3% 8-1 2.4% 6% False False 3,688
10 370-2 328-4 41-6 12.3% 6-0 1.8% 29% False False 3,854
20 370-2 328-4 41-6 12.3% 5-4 1.6% 29% False False 3,406
40 395-0 328-4 66-4 19.5% 4-7 1.4% 18% False False 2,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 382-4
2.618 369-4
1.618 361-4
1.000 356-4
0.618 353-4
HIGH 348-4
0.618 345-4
0.500 344-4
0.382 343-4
LOW 340-4
0.618 335-4
1.000 332-4
1.618 327-4
2.618 319-4
4.250 306-4
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 344-4 352-2
PP 343-1 348-3
S1 341-7 344-3

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

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