CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 09-Oct-2009

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	387-4	385-4	-2-0	-0.5%	352-4
High	390-0	387-0	-3-0	-0.8%	390-0
Low	384-0	380-4	-3-4	-0.9%	352-4
Close	384-6	383-0	-1-6	-0.5%	383-0
Range	6-0	6-4	0-4	8.3%	37-4
ATR	10-0	9-6	-0-2	-2.5%	0-0
Volume	5,384	9,104	3,720	69.1%	35,367

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	403-0	399-4	386-5
R3	396-4	393-0	384-6
R2	390-0	390-0	384-2
R1	386-4	386-4	383-5	385-0
PP	383-4	383-4	383-4	382-6
S1	380-0	380-0	382-3	378-4
S2	377-0	377-0	381-6
S3	370-4	373-4	381-2
S4	364-0	367-0	379-3

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	487-5	472-7	403-5
R3	450-1	435-3	393-2
R2	412-5	412-5	389-7
R1	397-7	397-7	386-4	405-2
PP	375-1	375-1	375-1	378-7
S1	360-3	360-3	379-4	367-6
S2	337-5	337-5	376-1
S3	300-1	322-7	372-6
S4	262-5	285-3	362-3

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	9.8%	9-7	2.6%	81%	False	False	7,073
10	390-0	352-4	37-4	9.8%	8-0	2.1%	81%	False	False	6,120
20	390-0	333-4	56-4	14.8%	8-1	2.1%	88%	False	False	4,898
40	390-0	328-4	61-4	16.1%	6-3	1.7%	89%	False	False	3,946
60	395-0	328-4	66-4	17.4%	5-5	1.5%	82%	False	False	3,343

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	1-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	414-5
2.618	404-0
1.618	397-4
1.000	393-4
0.618	391-0
HIGH	387-0
0.618	384-4
0.500	383-6
0.382	383-0
LOW	380-4
0.618	376-4
1.000	374-0
1.618	370-0
2.618	363-4
4.250	352-7

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	383-6	383-0
PP	383-4	383-0
S1	383-2	383-0

Download as Excel Spreadsheet

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

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