CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	397-2	403-0	5-6	1.4%	393-2
High	408-0	407-2	-0-6	-0.2%	406-4
Low	397-2	401-4	4-2	1.1%	390-4
Close	407-0	405-4	-1-4	-0.4%	392-4
Range	10-6	5-6	-5-0	-46.5%	16-0
ATR	10-1	9-6	-0-2	-3.1%	0-0
Volume	2,548	3,604	1,056	41.4%	32,984

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	422-0	419-4	408-5
R3	416-2	413-6	407-1
R2	410-4	410-4	406-4
R1	408-0	408-0	406-0	409-2
PP	404-6	404-6	404-6	405-3
S1	402-2	402-2	405-0	403-4
S2	399-0	399-0	404-4
S3	393-2	396-4	403-7
S4	387-4	390-6	402-3

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	408-0	390-4	17-4	4.3%	6-2	1.5%	86%	False	False	5,618
10	408-0	376-0	32-0	7.9%	7-1	1.8%	92%	False	False	6,556
20	408-0	342-4	65-4	16.2%	7-7	2.0%	96%	False	False	5,540
40	408-0	328-4	79-4	19.6%	6-6	1.7%	97%	False	False	4,546
60	408-0	328-4	79-4	19.6%	6-0	1.5%	97%	False	False	3,720

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	431-6
2.618	422-2
1.618	416-4
1.000	413-0
0.618	410-6
HIGH	407-2
0.618	405-0
0.500	404-3
0.382	403-6
LOW	401-4
0.618	398-0
1.000	395-6
1.618	392-2
2.618	386-4
4.250	377-0

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	405-1	403-3
PP	404-6	401-3
S1	404-3	399-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols