CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 399-2 394-0 -5-2 -1.3% 414-4
High 401-0 395-4 -5-4 -1.4% 414-4
Low 399-2 386-4 -12-6 -3.2% 386-4
Close 401-4 388-2 -13-2 -3.3% 388-2
Range 1-6 9-0 7-2 414.3% 28-0
ATR 10-3 10-5 0-3 3.2% 0-0
Volume 9,943 9,385 -558 -5.6% 40,412
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 417-1 411-5 393-2
R3 408-1 402-5 390-6
R2 399-1 399-1 389-7
R1 393-5 393-5 389-1 391-7
PP 390-1 390-1 390-1 389-2
S1 384-5 384-5 387-3 382-7
S2 381-1 381-1 386-5
S3 372-1 375-5 385-6
S4 363-1 366-5 383-2
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 480-3 462-3 403-5
R3 452-3 434-3 396-0
R2 424-3 424-3 393-3
R1 406-3 406-3 390-7 401-3
PP 396-3 396-3 396-3 394-0
S1 378-3 378-3 385-5 373-3
S2 368-3 368-3 383-1
S3 340-3 350-3 380-4
S4 312-3 322-3 372-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 414-4 386-4 28-0 7.2% 7-6 2.0% 6% False True 8,082
10 432-0 386-4 45-4 11.7% 9-0 2.3% 4% False True 6,276
20 432-0 352-4 79-4 20.5% 8-5 2.2% 45% False False 6,555
40 432-0 328-4 103-4 26.7% 7-5 2.0% 58% False False 5,345
60 432-0 328-4 103-4 26.7% 6-3 1.6% 58% False False 4,456
80 432-0 328-4 103-4 26.7% 6-0 1.6% 58% False False 3,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 433-6
2.618 419-0
1.618 410-0
1.000 404-4
0.618 401-0
HIGH 395-4
0.618 392-0
0.500 391-0
0.382 390-0
LOW 386-4
0.618 381-0
1.000 377-4
1.618 372-0
2.618 363-0
4.250 348-2
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 391-0 393-6
PP 390-1 391-7
S1 389-1 390-1

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

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