CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 429-0 414-4 -14-4 -3.4% 397-2
High 432-0 414-4 -17-4 -4.1% 432-0
Low 417-2 398-0 -19-2 -4.6% 397-2
Close 417-4 398-6 -18-6 -4.5% 417-4
Range 14-6 16-4 1-6 11.9% 34-6
ATR 10-3 11-0 0-5 6.3% 0-0
Volume 6,352 9,638 3,286 51.7% 22,354
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 453-2 442-4 407-7
R3 436-6 426-0 403-2
R2 420-2 420-2 401-6
R1 409-4 409-4 400-2 406-5
PP 403-6 403-6 403-6 402-2
S1 393-0 393-0 397-2 390-1
S2 387-2 387-2 395-6
S3 370-6 376-4 394-2
S4 354-2 360-0 389-5
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
5 432-0 398-0 34-0 8.5% 11-4 2.9% 2% False True 5,888
10 432-0 390-4 41-4 10.4% 9-2 2.3% 20% False False 6,092
20 432-0 352-4 79-4 19.9% 8-7 2.2% 58% False False 5,879
40 432-0 328-4 103-4 26.0% 7-4 1.9% 68% False False 4,982
60 432-0 328-4 103-4 26.0% 6-5 1.7% 68% False False 4,066
80 432-0 328-4 103-4 26.0% 6-0 1.5% 68% False False 3,599
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 0-7
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 484-5
2.618 457-6
1.618 441-2
1.000 431-0
0.618 424-6
HIGH 414-4
0.618 408-2
0.500 406-2
0.382 404-2
LOW 398-0
0.618 387-6
1.000 381-4
1.618 371-2
2.618 354-6
4.250 327-7
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 406-2 415-0
PP 403-6 409-5
S1 401-2 404-1

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

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