CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 415-4 429-0 13-4 3.2% 397-2
High 423-4 432-0 8-4 2.0% 432-0
Low 415-4 417-2 1-6 0.4% 397-2
Close 423-4 417-4 -6-0 -1.4% 417-4
Range 8-0 14-6 6-6 84.4% 34-6
ATR 10-0 10-3 0-3 3.4% 0-0
Volume 6,687 6,352 -335 -5.0% 22,354
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 466-4 456-6 425-5
R3 451-6 442-0 421-4
R2 437-0 437-0 420-2
R1 427-2 427-2 418-7 424-6
PP 422-2 422-2 422-2 421-0
S1 412-4 412-4 416-1 410-0
S2 407-4 407-4 414-6
S3 392-6 397-6 413-4
S4 378-0 383-0 409-3
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 519-7 503-3 436-5
R3 485-1 468-5 427-0
R2 450-3 450-3 423-7
R1 433-7 433-7 420-5 442-1
PP 415-5 415-5 415-5 419-6
S1 399-1 399-1 414-3 407-3
S2 380-7 380-7 411-1
S3 346-1 364-3 408-0
S4 311-3 329-5 398-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 432-0 397-2 34-6 8.3% 10-2 2.5% 58% True False 4,470
10 432-0 390-4 41-4 9.9% 8-4 2.0% 65% True False 5,533
20 432-0 352-4 79-4 19.0% 8-2 2.0% 82% True False 5,826
40 432-0 328-4 103-4 24.8% 7-1 1.7% 86% True False 4,787
60 432-0 328-4 103-4 24.8% 6-4 1.5% 86% True False 3,927
80 432-0 328-4 103-4 24.8% 5-7 1.4% 86% True False 3,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 494-6
2.618 470-5
1.618 455-7
1.000 446-6
0.618 441-1
HIGH 432-0
0.618 426-3
0.500 424-5
0.382 422-7
LOW 417-2
0.618 408-1
1.000 402-4
1.618 393-3
2.618 378-5
4.250 354-4
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 424-5 420-2
PP 422-2 419-3
S1 419-7 418-3

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

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