CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 07-Oct-2009

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	376-0	384-0	8-0	2.1%	356-4
High	389-4	385-0	-4-4	-1.2%	367-2
Low	376-0	376-0	0-0	0.0%	355-0
Close	378-6	380-6	2-0	0.5%	355-4
Range	13-4	9-0	-4-4	-33.3%	12-2
ATR	10-1	10-1	-0-1	-0.8%	0-0
Volume	7,129	11,942	4,813	67.5%	25,834

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	407-5	403-1	385-6
R3	398-5	394-1	383-2
R2	389-5	389-5	382-3
R1	385-1	385-1	381-5	382-7
PP	380-5	380-5	380-5	379-4
S1	376-1	376-1	379-7	373-7
S2	371-5	371-5	379-1
S3	362-5	367-1	378-2
S4	353-5	358-1	375-6

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	9.7%	9-4	2.5%	76%	False	False	5,637
10	389-4	345-4	44-0	11.6%	8-0	2.1%	80%	False	False	5,418
20	389-4	332-0	57-4	15.1%	8-1	2.1%	85%	False	False	4,563
40	389-4	328-4	61-0	16.0%	6-0	1.6%	86%	False	False	3,690
60	395-0	328-4	66-4	17.5%	5-5	1.5%	79%	False	False	3,151

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	0-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	423-2
2.618	408-4
1.618	399-4
1.000	394-0
0.618	390-4
HIGH	385-0
0.618	381-4
0.500	380-4
0.382	379-4
LOW	376-0
0.618	370-4
1.000	367-0
1.618	361-4
2.618	352-4
4.250	337-6

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	380-5	377-4
PP	380-5	374-2
S1	380-4	371-0

Download as Excel Spreadsheet

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

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