CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 397-4 417-4 20-0 5.0% 414-4
High 417-0 421-0 4-0 1.0% 414-4
Low 397-4 406-2 8-6 2.2% 386-4
Close 413-0 407-2 -5-6 -1.4% 388-2
Range 19-4 14-6 -4-6 -24.4% 28-0
ATR 11-6 11-7 0-2 1.9% 0-0
Volume 6,022 8,014 1,992 33.1% 40,412
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 455-6 446-2 415-3
R3 441-0 431-4 411-2
R2 426-2 426-2 410-0
R1 416-6 416-6 408-5 414-1
PP 411-4 411-4 411-4 410-2
S1 402-0 402-0 405-7 399-3
S2 396-6 396-6 404-4
S3 382-0 387-2 403-2
S4 367-2 372-4 399-1
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
5 421-0 386-4 34-4 8.5% 12-1 3.0% 60% True False 8,054
10 432-0 386-4 45-4 11.2% 11-1 2.7% 46% False False 7,439
20 432-0 380-4 51-4 12.6% 9-2 2.3% 52% False False 6,559
40 432-0 332-0 100-0 24.6% 8-6 2.1% 75% False False 5,561
60 432-0 328-4 103-4 25.4% 7-1 1.7% 76% False False 4,646
80 432-0 328-4 103-4 25.4% 6-4 1.6% 76% False False 4,003
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 483-6
2.618 459-5
1.618 444-7
1.000 435-6
0.618 430-1
HIGH 421-0
0.618 415-3
0.500 413-5
0.382 411-7
LOW 406-2
0.618 397-1
1.000 391-4
1.618 382-3
2.618 367-5
4.250 343-4
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 413-5 406-4
PP 411-4 405-7
S1 409-3 405-1

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

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