CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	365-4	360-0	-5-4	-1.5%	333-4
High	367-2	365-2	-2-0	-0.5%	358-6
Low	358-4	358-0	-0-4	-0.1%	333-4
Close	363-0	365-6	2-6	0.8%	355-4
Range	8-6	7-2	-1-4	-17.1%	25-2
ATR	9-0	8-7	-0-1	-1.4%	0-0
Volume	5,137	4,799	-338	-6.6%	18,338

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	384-6	382-4	369-6
R3	377-4	375-2	367-6
R2	370-2	370-2	367-1
R1	368-0	368-0	366-3	369-1
PP	363-0	363-0	363-0	363-4
S1	360-6	360-6	365-1	361-7
S2	355-6	355-6	364-3
S3	348-4	353-4	363-6
S4	341-2	346-2	361-6

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	345-4	21-6	5.9%	6-4	1.8%	93%	False	False	5,199
10	367-2	333-4	33-6	9.2%	7-5	2.1%	96%	False	False	4,145
20	370-2	328-4	41-6	11.4%	6-4	1.8%	89%	False	False	4,105
40	387-0	328-4	58-4	16.0%	5-4	1.5%	64%	False	False	3,292
60	395-0	328-4	66-4	18.2%	5-0	1.4%	56%	False	False	2,861

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 2 trading days

Fibonacci Retracements and Extensions
4.250	396-0
2.618	384-2
1.618	377-0
1.000	372-4
0.618	369-6
HIGH	365-2
0.618	362-4
0.500	361-5
0.382	360-6
LOW	358-0
0.618	353-4
1.000	350-6
1.618	346-2
2.618	339-0
4.250	327-2

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	364-3	364-4
PP	363-0	363-1
S1	361-5	361-7

Download as Excel Spreadsheet

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

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