CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	365-6	359-2	-6-4	-1.8%	356-4
High	365-6	360-4	-5-2	-1.4%	367-2
Low	360-4	355-0	-5-4	-1.5%	355-0
Close	362-0	355-4	-6-4	-1.8%	355-4
Range	5-2	5-4	0-2	4.8%	12-2
ATR	8-5	8-4	-0-1	-1.3%	0-0
Volume	4,515	2,795	-1,720	-38.1%	25,834

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	373-4	370-0	358-4
R3	368-0	364-4	357-0
R2	362-4	362-4	356-4
R1	359-0	359-0	356-0	358-0
PP	357-0	357-0	357-0	356-4
S1	353-4	353-4	355-0	352-4
S2	351-4	351-4	354-4
S3	346-0	348-0	354-0
S4	340-4	342-4	352-4

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	396-0	388-0	362-2
R3	383-6	375-6	358-7
R2	371-4	371-4	357-6
R1	363-4	363-4	356-5	361-3
PP	359-2	359-2	359-2	358-2
S1	351-2	351-2	354-3	349-1
S2	347-0	347-0	353-2
S3	334-6	339-0	352-1
S4	322-4	326-6	348-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	367-2	355-0	12-2	3.4%	6-0	1.7%	4%	False	True	5,166
10	367-2	333-4	33-6	9.5%	7-1	2.0%	65%	False	False	4,417
20	370-2	328-4	41-6	11.7%	6-5	1.9%	65%	False	False	4,135
40	370-2	328-4	41-6	11.7%	5-2	1.5%	65%	False	False	3,407
60	395-0	328-4	66-4	18.7%	5-1	1.4%	41%	False	False	2,875

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 2 trading days

Fibonacci Retracements and Extensions
4.250	383-7
2.618	374-7
1.618	369-3
1.000	366-0
0.618	363-7
HIGH	360-4
0.618	358-3
0.500	357-6
0.382	357-1
LOW	355-0
0.618	351-5
1.000	349-4
1.618	346-1
2.618	340-5
4.250	331-5

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	357-6	360-3
PP	357-0	358-6
S1	356-2	357-1

Download as Excel Spreadsheet

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

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