CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 393-4 397-4 4-0 1.0% 414-4
High 405-0 417-0 12-0 3.0% 414-4
Low 389-2 397-4 8-2 2.1% 386-4
Close 404-6 413-0 8-2 2.0% 388-2
Range 15-6 19-4 3-6 23.8% 28-0
ATR 11-1 11-6 0-5 5.4% 0-0
Volume 6,906 6,022 -884 -12.8% 40,412
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 467-5 459-7 423-6
R3 448-1 440-3 418-3
R2 428-5 428-5 416-5
R1 420-7 420-7 414-6 424-6
PP 409-1 409-1 409-1 411-1
S1 401-3 401-3 411-2 405-2
S2 389-5 389-5 409-3
S3 370-1 381-7 407-5
S4 350-5 362-3 402-2
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
5 417-0 386-4 30-4 7.4% 10-1 2.4% 87% True False 7,427
10 432-0 386-4 45-4 11.0% 10-7 2.6% 58% False False 6,954
20 432-0 376-0 56-0 13.6% 9-0 2.2% 66% False False 6,755
40 432-0 328-4 103-4 25.1% 8-4 2.1% 82% False False 5,509
60 432-0 328-4 103-4 25.1% 6-7 1.7% 82% False False 4,604
80 432-0 328-4 103-4 25.1% 6-3 1.5% 82% False False 3,915
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 1-1
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 499-7
2.618 468-0
1.618 448-4
1.000 436-4
0.618 429-0
HIGH 417-0
0.618 409-4
0.500 407-2
0.382 405-0
LOW 397-4
0.618 385-4
1.000 378-0
1.618 366-0
2.618 346-4
4.250 314-5
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 411-1 409-2
PP 409-1 405-4
S1 407-2 401-6

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

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