CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	352-4	376-0	23-4	6.7%	356-4
High	367-0	389-4	22-4	6.1%	367-2
Low	352-4	376-0	23-4	6.7%	355-0
Close	363-2	378-6	15-4	4.3%	355-4
Range	14-4	13-4	-1-0	-6.9%	12-2
ATR	8-7	10-1	1-2	13.9%	0-0
Volume	1,808	7,129	5,321	294.3%	25,834

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	421-7	413-7	386-1
R3	408-3	400-3	382-4
R2	394-7	394-7	381-2
R1	386-7	386-7	380-0	390-7
PP	381-3	381-3	381-3	383-4
S1	373-3	373-3	377-4	377-3
S2	367-7	367-7	376-2
S3	354-3	359-7	375-0
S4	340-7	346-3	371-3

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	389-4	352-4	37-0	9.8%	9-2	2.4%	71%	True	False	4,209
10	389-4	342-4	47-0	12.4%	8-6	2.3%	77%	True	False	4,525
20	389-4	328-4	61-0	16.1%	7-7	2.1%	82%	True	False	4,264
40	389-4	328-4	61-0	16.1%	5-6	1.5%	82%	True	False	3,528
60	395-0	328-4	66-4	17.6%	5-4	1.4%	76%	False	False	2,968

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	446-7
2.618	424-7
1.618	411-3
1.000	403-0
0.618	397-7
HIGH	389-4
0.618	384-3
0.500	382-6
0.382	381-1
LOW	376-0
0.618	367-5
1.000	362-4
1.618	354-1
2.618	340-5
4.250	318-5

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	382-6	376-1
PP	381-3	373-5
S1	380-1	371-0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols