CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 394-0 393-4 -0-4 -0.1% 414-4
High 395-4 405-0 9-4 2.4% 414-4
Low 386-4 389-2 2-6 0.7% 386-4
Close 388-2 404-6 16-4 4.2% 388-2
Range 9-0 15-6 6-6 75.0% 28-0
ATR 10-5 11-1 0-3 4.1% 0-0
Volume 9,385 6,906 -2,479 -26.4% 40,412
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 446-7 441-5 413-3
R3 431-1 425-7 409-1
R2 415-3 415-3 407-5
R1 410-1 410-1 406-2 412-6
PP 399-5 399-5 399-5 401-0
S1 394-3 394-3 403-2 397-0
S2 383-7 383-7 401-7
S3 368-1 378-5 400-3
S4 352-3 362-7 396-1
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
5 405-0 386-4 18-4 4.6% 7-4 1.9% 99% True False 7,536
10 432-0 386-4 45-4 11.2% 9-4 2.3% 40% False False 6,712
20 432-0 376-0 56-0 13.8% 8-6 2.2% 51% False False 6,810
40 432-0 328-4 103-4 25.6% 8-0 2.0% 74% False False 5,457
60 432-0 328-4 103-4 25.6% 6-5 1.6% 74% False False 4,539
80 432-0 328-4 103-4 25.6% 6-1 1.5% 74% False False 3,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 472-0
2.618 446-2
1.618 430-4
1.000 420-6
0.618 414-6
HIGH 405-0
0.618 399-0
0.500 397-1
0.382 395-2
LOW 389-2
0.618 379-4
1.000 373-4
1.618 363-6
2.618 348-0
4.250 322-2
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 402-2 401-6
PP 399-5 398-6
S1 397-1 395-6

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

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