CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	360-0	365-6	5-6	1.6%	333-4
High	365-2	365-6	0-4	0.1%	358-6
Low	358-0	360-4	2-4	0.7%	333-4
Close	365-6	362-0	-3-6	-1.0%	355-4
Range	7-2	5-2	-2-0	-27.6%	25-2
ATR	8-7	8-5	-0-2	-2.9%	0-0
Volume	4,799	4,515	-284	-5.9%	18,338

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	378-4	375-4	364-7
R3	373-2	370-2	363-4
R2	368-0	368-0	363-0
R1	365-0	365-0	362-4	363-7
PP	362-6	362-6	362-6	362-2
S1	359-6	359-6	361-4	358-5
S2	357-4	357-4	361-0
S3	352-2	354-4	360-4
S4	347-0	349-2	359-1

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	355-4	11-6	3.2%	5-0	1.4%	55%	False	False	5,418
10	367-2	333-4	33-6	9.3%	7-3	2.0%	84%	False	False	4,293
20	370-2	328-4	41-6	11.5%	6-5	1.8%	80%	False	False	4,100
40	374-0	328-4	45-4	12.6%	5-3	1.5%	74%	False	False	3,374
60	395-0	328-4	66-4	18.4%	5-0	1.4%	50%	False	False	2,885

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	True
Stretch	0-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	388-0
2.618	379-4
1.618	374-2
1.000	371-0
0.618	369-0
HIGH	365-6
0.618	363-6
0.500	363-1
0.382	362-4
LOW	360-4
0.618	357-2
1.000	355-2
1.618	352-0
2.618	346-6
4.250	338-2

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	363-1	362-5
PP	362-6	362-3
S1	362-3	362-2

Download as Excel Spreadsheet

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

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