CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 395-6 387-0 -8-6 -2.2% 397-2
High 398-0 391-4 -6-4 -1.6% 432-0
Low 391-2 387-0 -4-2 -1.1% 397-2
Close 391-6 390-4 -1-2 -0.3% 417-4
Range 6-6 4-4 -2-2 -33.3% 34-6
ATR 10-6 10-3 -0-3 -4.0% 0-0
Volume 6,567 4,879 -1,688 -25.7% 22,354
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 403-1 401-3 393-0
R3 398-5 396-7 391-6
R2 394-1 394-1 391-3
R1 392-3 392-3 390-7 393-2
PP 389-5 389-5 389-5 390-1
S1 387-7 387-7 390-1 388-6
S2 385-1 385-1 389-5
S3 380-5 383-3 389-2
S4 376-1 378-7 388-0
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
5 432-0 387-0 45-0 11.5% 10-1 2.6% 8% False True 6,824
10 432-0 387-0 45-0 11.5% 8-7 2.3% 8% False True 5,385
20 432-0 352-4 79-4 20.4% 8-5 2.2% 48% False False 5,954
40 432-0 328-4 103-4 26.5% 7-5 1.9% 60% False False 5,030
60 432-0 328-4 103-4 26.5% 6-5 1.7% 60% False False 4,179
80 432-0 328-4 103-4 26.5% 5-7 1.5% 60% False False 3,635
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 0-6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 410-5
2.618 403-2
1.618 398-6
1.000 396-0
0.618 394-2
HIGH 391-4
0.618 389-6
0.500 389-2
0.382 388-6
LOW 387-0
0.618 384-2
1.000 382-4
1.618 379-6
2.618 375-2
4.250 367-7
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 390-1 400-6
PP 389-5 397-3
S1 389-2 393-7

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

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