CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	397-0	391-2	-5-6	-1.4%	393-2
High	397-0	393-4	-3-4	-0.9%	406-4
Low	391-0	390-4	-0-4	-0.1%	390-4
Close	393-4	392-4	-1-0	-0.3%	392-4
Range	6-0	3-0	-3-0	-50.0%	16-0
ATR	10-1	9-5	-0-4	-5.0%	0-0
Volume	5,738	4,674	-1,064	-18.5%	32,984

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	401-1	399-7	394-1
R3	398-1	396-7	393-3
R2	395-1	395-1	393-0
R1	393-7	393-7	392-6	394-4
PP	392-1	392-1	392-1	392-4
S1	390-7	390-7	392-2	391-4
S2	389-1	389-1	392-0
S3	386-1	387-7	391-5
S4	383-1	384-7	390-7

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	444-4	434-4	401-2
R3	428-4	418-4	396-7
R2	412-4	412-4	395-3
R1	402-4	402-4	394-0	399-4
PP	396-4	396-4	396-4	395-0
S1	386-4	386-4	391-0	383-4
S2	380-4	380-4	389-5
S3	364-4	370-4	388-1
S4	348-4	354-4	383-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	406-4	390-4	16-0	4.1%	6-6	1.7%	13%	False	True	6,596
10	406-4	352-4	54-0	13.8%	8-2	2.1%	74%	False	False	6,835
20	406-4	333-4	73-0	18.6%	7-6	2.0%	81%	False	False	5,626
40	406-4	328-4	78-0	19.9%	6-5	1.7%	82%	False	False	4,516
60	406-4	328-4	78-0	19.9%	5-6	1.5%	82%	False	False	3,729

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 15 trading days

Fibonacci Retracements and Extensions
4.250	406-2
2.618	401-3
1.618	398-3
1.000	396-4
0.618	395-3
HIGH	393-4
0.618	392-3
0.500	392-0
0.382	391-5
LOW	390-4
0.618	388-5
1.000	387-4
1.618	385-5
2.618	382-5
4.250	377-6

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	392-3	398-4
PP	392-1	396-4
S1	392-0	394-4

Download as Excel Spreadsheet

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

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