CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	356-4	365-4	9-0	2.5%	333-4
High	360-0	367-2	7-2	2.0%	358-6
Low	356-4	358-4	2-0	0.6%	333-4
Close	360-2	363-0	2-6	0.8%	355-4
Range	3-4	8-6	5-2	150.0%	25-2
ATR	9-0	9-0	0-0	-0.2%	0-0
Volume	8,588	5,137	-3,451	-40.2%	18,338

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	389-1	384-7	367-6
R3	380-3	376-1	365-3
R2	371-5	371-5	364-5
R1	367-3	367-3	363-6	365-1
PP	362-7	362-7	362-7	361-6
S1	358-5	358-5	362-2	356-3
S2	354-1	354-1	361-3
S3	345-3	349-7	360-5
S4	336-5	341-1	358-2

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	367-2	342-4	24-6	6.8%	8-2	2.3%	83%	True	False	4,840
10	367-2	333-4	33-6	9.3%	8-5	2.4%	87%	True	False	4,514
20	370-2	328-4	41-6	11.5%	6-4	1.8%	83%	False	False	4,201
40	394-0	328-4	65-4	18.0%	5-4	1.5%	53%	False	False	3,257
60	395-0	328-4	66-4	18.3%	5-0	1.4%	52%	False	False	2,861

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	0-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	404-4
2.618	390-1
1.618	381-3
1.000	376-0
0.618	372-5
HIGH	367-2
0.618	363-7
0.500	362-7
0.382	361-7
LOW	358-4
0.618	353-1
1.000	349-6
1.618	344-3
2.618	335-5
4.250	321-2

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	363-0	362-4
PP	362-7	361-7
S1	362-7	361-3

Download as Excel Spreadsheet

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

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