CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 395-0 396-0 1-0 0.3% 393-4
High 395-0 412-0 17-0 4.3% 421-0
Low 391-4 393-4 2-0 0.5% 389-2
Close 391-0 410-2 19-2 4.9% 391-0
Range 3-4 18-4 15-0 428.6% 31-6
ATR 11-4 12-1 0-5 6.0% 0-0
Volume 13,242 10,624 -2,618 -19.8% 43,989
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 460-6 454-0 420-3
R3 442-2 435-4 415-3
R2 423-6 423-6 413-5
R1 417-0 417-0 412-0 420-3
PP 405-2 405-2 405-2 407-0
S1 398-4 398-4 408-4 401-7
S2 386-6 386-6 406-7
S3 368-2 380-0 405-1
S4 349-6 361-4 400-1
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 495-5 475-1 408-4
R3 463-7 443-3 399-6
R2 432-1 432-1 396-7
R1 411-5 411-5 393-7 406-0
PP 400-3 400-3 400-3 397-5
S1 379-7 379-7 388-1 374-2
S2 368-5 368-5 385-1
S3 336-7 348-1 382-2
S4 305-1 316-3 373-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 391-4 29-4 7.2% 13-0 3.2% 64% False False 9,541
10 421-0 386-4 34-4 8.4% 10-2 2.5% 69% False False 8,538
20 432-0 386-4 45-4 11.1% 9-6 2.4% 52% False False 7,315
40 432-0 333-4 98-4 24.0% 9-0 2.2% 78% False False 6,127
60 432-0 328-4 103-4 25.2% 7-5 1.9% 79% False False 5,099
80 432-0 328-4 103-4 25.2% 6-6 1.6% 79% False False 4,353
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 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 490-5
2.618 460-3
1.618 441-7
1.000 430-4
0.618 423-3
HIGH 412-0
0.618 404-7
0.500 402-6
0.382 400-5
LOW 393-4
0.618 382-1
1.000 375-0
1.618 363-5
2.618 345-1
4.250 314-7
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 407-6 407-3
PP 405-2 404-5
S1 402-6 401-6

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

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