CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	384-0	387-4	3-4	0.9%	356-4
High	385-0	390-0	5-0	1.3%	367-2
Low	376-0	384-0	8-0	2.1%	355-0
Close	380-6	384-6	4-0	1.1%	355-4
Range	9-0	6-0	-3-0	-33.3%	12-2
ATR	10-1	10-0	0-0	-0.6%	0-0
Volume	11,942	5,384	-6,558	-54.9%	25,834

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	404-2	400-4	388-0
R3	398-2	394-4	386-3
R2	392-2	392-2	385-7
R1	388-4	388-4	385-2	387-3
PP	386-2	386-2	386-2	385-6
S1	382-4	382-4	384-2	381-3
S2	380-2	380-2	383-5
S3	374-2	376-4	383-1
S4	368-2	370-4	381-4

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	390-0	352-4	37-4	9.7%	9-6	2.5%	86%	True	False	5,811
10	390-0	352-4	37-4	9.7%	7-3	1.9%	86%	True	False	5,614
20	390-0	333-0	57-0	14.8%	8-1	2.1%	91%	True	False	4,700
40	390-0	328-4	61-4	16.0%	6-1	1.6%	91%	True	False	3,788
60	395-0	328-4	66-4	17.3%	5-4	1.4%	85%	False	False	3,210

Crabel Price Patterns
NR	True
NR4	True
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	0-7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	415-4
2.618	405-6
1.618	399-6
1.000	396-0
0.618	393-6
HIGH	390-0
0.618	387-6
0.500	387-0
0.382	386-2
LOW	384-0
0.618	380-2
1.000	378-0
1.618	374-2
2.618	368-2
4.250	358-4

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	387-0	384-1
PP	386-2	383-5
S1	385-4	383-0

Download as Excel Spreadsheet

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

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