CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 396-0 406-0 10-0 2.5% 393-4
High 412-0 421-0 9-0 2.2% 421-0
Low 393-4 404-2 10-6 2.7% 389-2
Close 410-2 419-0 8-6 2.1% 391-0
Range 18-4 16-6 -1-6 -9.5% 31-6
ATR 12-1 12-4 0-3 2.7% 0-0
Volume 10,624 14,428 3,804 35.8% 43,989
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 465-0 458-6 428-2
R3 448-2 442-0 423-5
R2 431-4 431-4 422-1
R1 425-2 425-2 420-4 428-3
PP 414-6 414-6 414-6 416-2
S1 408-4 408-4 417-4 411-5
S2 398-0 398-0 415-7
S3 381-2 391-6 414-3
S4 364-4 375-0 409-6
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 7.0% 12-3 3.0% 93% True False 11,222
10 421-0 386-4 34-4 8.2% 11-2 2.7% 94% True False 9,324
20 432-0 386-4 45-4 10.9% 10-1 2.4% 71% False False 7,687
40 432-0 333-4 98-4 23.5% 9-3 2.2% 87% False False 6,435
60 432-0 328-4 103-4 24.7% 7-6 1.9% 87% False False 5,300
80 432-0 328-4 103-4 24.7% 6-7 1.6% 87% False False 4,509
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 False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 492-2
2.618 464-7
1.618 448-1
1.000 437-6
0.618 431-3
HIGH 421-0
0.618 414-5
0.500 412-5
0.382 410-5
LOW 404-2
0.618 393-7
1.000 387-4
1.618 377-1
2.618 360-3
4.250 333-0
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 416-7 414-6
PP 414-6 410-4
S1 412-5 406-2

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

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