CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 05-Oct-2009

Day Change Summary
	Previous	Current
	02-Oct-2009	05-Oct-2009	Change	Change %	Previous Week
Open	359-2	352-4	-6-6	-1.9%	356-4
High	360-4	367-0	6-4	1.8%	367-2
Low	355-0	352-4	-2-4	-0.7%	355-0
Close	355-4	363-2	7-6	2.2%	355-4
Range	5-4	14-4	9-0	163.6%	12-2
ATR	8-4	8-7	0-3	5.0%	0-0
Volume	2,795	1,808	-987	-35.3%	25,834

Daily Pivots for day following 05-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	404-3	398-3	371-2
R3	389-7	383-7	367-2
R2	375-3	375-3	365-7
R1	369-3	369-3	364-5	372-3
PP	360-7	360-7	360-7	362-4
S1	354-7	354-7	361-7	357-7
S2	346-3	346-3	360-5
S3	331-7	340-3	359-2
S4	317-3	325-7	355-2

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	352-4	14-6	4.1%	8-2	2.3%	73%	False	True	3,810
10	367-2	340-0	27-2	7.5%	8-1	2.2%	85%	False	False	4,238
20	370-2	328-4	41-6	11.5%	7-3	2.0%	83%	False	False	4,103
40	370-2	328-4	41-6	11.5%	5-4	1.5%	83%	False	False	3,404
60	395-0	328-4	66-4	18.3%	5-2	1.4%	52%	False	False	2,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	428-5
2.618	405-0
1.618	390-4
1.000	381-4
0.618	376-0
HIGH	367-0
0.618	361-4
0.500	359-6
0.382	358-0
LOW	352-4
0.618	343-4
1.000	338-0
1.618	329-0
2.618	314-4
4.250	290-7

Fisher Pivots for day following 05-Oct-2009
Pivot	1 day	3 day
R1	362-1	362-1
PP	360-7	360-7
S1	359-6	359-6

Download as Excel Spreadsheet

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

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