CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	405-4	397-0	-8-4	-2.1%	352-4
High	406-4	397-0	-9-4	-2.3%	390-0
Low	401-0	391-0	-10-0	-2.5%	352-4
Close	403-0	393-4	-9-4	-2.4%	383-0
Range	5-4	6-0	0-4	9.1%	37-4
ATR	10-0	10-1	0-1	1.4%	0-0
Volume	11,529	5,738	-5,791	-50.2%	35,367

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	411-7	408-5	396-6
R3	405-7	402-5	395-1
R2	399-7	399-7	394-5
R1	396-5	396-5	394-0	395-2
PP	393-7	393-7	393-7	393-1
S1	390-5	390-5	393-0	389-2
S2	387-7	387-7	392-3
S3	381-7	384-5	391-7
S4	375-7	378-5	390-2

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	6.6%	7-3	1.9%	50%	False	False	7,482
10	406-4	352-4	54-0	13.7%	8-4	2.2%	76%	False	False	6,647
20	406-4	333-4	73-0	18.6%	8-0	2.0%	82%	False	False	5,470
40	406-4	328-4	78-0	19.8%	6-5	1.7%	83%	False	False	4,434
60	406-4	328-4	78-0	19.8%	5-7	1.5%	83%	False	False	3,698

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	422-4
2.618	412-6
1.618	406-6
1.000	403-0
0.618	400-6
HIGH	397-0
0.618	394-6
0.500	394-0
0.382	393-2
LOW	391-0
0.618	387-2
1.000	385-0
1.618	381-2
2.618	375-2
4.250	365-4

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	394-0	398-6
PP	393-7	397-0
S1	393-5	395-2

Download as Excel Spreadsheet

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

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