CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	397-4	405-4	8-0	2.0%	352-4
High	404-4	406-4	2-0	0.5%	390-0
Low	395-0	401-0	6-0	1.5%	352-4
Close	401-2	403-0	1-6	0.4%	383-0
Range	9-4	5-4	-4-0	-42.1%	37-4
ATR	10-3	10-0	-0-3	-3.4%	0-0
Volume	6,991	11,529	4,538	64.9%	35,367

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	420-0	417-0	406-0
R3	414-4	411-4	404-4
R2	409-0	409-0	404-0
R1	406-0	406-0	403-4	404-6
PP	403-4	403-4	403-4	402-7
S1	400-4	400-4	402-4	399-2
S2	398-0	398-0	402-0
S3	392-4	395-0	401-4
S4	387-0	389-4	400-0

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	406-4	380-4	26-0	6.5%	7-3	1.8%	87%	True	False	7,412
10	406-4	352-4	54-0	13.4%	8-4	2.1%	94%	True	False	6,524
20	406-4	333-4	73-0	18.1%	8-0	2.0%	95%	True	False	5,334
40	406-4	328-4	78-0	19.4%	6-5	1.7%	96%	True	False	4,335
60	406-4	328-4	78-0	19.4%	5-7	1.5%	96%	True	False	3,622

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1-0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	429-7
2.618	420-7
1.618	415-3
1.000	412-0
0.618	409-7
HIGH	406-4
0.618	404-3
0.500	403-6
0.382	403-1
LOW	401-0
0.618	397-5
1.000	395-4
1.618	392-1
2.618	386-5
4.250	377-5

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	403-6	401-7
PP	403-4	400-5
S1	403-2	399-4

Download as Excel Spreadsheet

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

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