CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 376-0 376-0 0-0 0.0% 366-4
High 380-0 377-0 -3-0 -0.8% 376-2
Low 376-0 371-2 -4-6 -1.3% 366-2
Close 379-0 371-6 -7-2 -1.9% 373-2
Range 4-0 5-6 1-6 43.8% 10-0
ATR 7-5 7-5 0-0 0.1% 0-0
Volume 45,883 77,251 31,368 68.4% 429,819
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 390-5 386-7 374-7
R3 384-7 381-1 373-3
R2 379-1 379-1 372-6
R1 375-3 375-3 372-2 374-3
PP 373-3 373-3 373-3 372-6
S1 369-5 369-5 371-2 368-5
S2 367-5 367-5 370-6
S3 361-7 363-7 370-1
S4 356-1 358-1 368-5
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 401-7 397-5 378-6
R3 391-7 387-5 376-0
R2 381-7 381-7 375-1
R1 377-5 377-5 374-1 379-6
PP 371-7 371-7 371-7 373-0
S1 367-5 367-5 372-3 369-6
S2 361-7 361-7 371-3
S3 351-7 357-5 370-4
S4 341-7 347-5 367-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-0 367-4 12-4 3.4% 5-5 1.5% 34% False False 79,133
10 380-0 359-0 21-0 5.6% 6-4 1.7% 61% False False 71,499
20 382-6 359-0 23-6 6.4% 5-7 1.6% 54% False False 50,047
40 435-0 359-0 76-0 20.4% 6-1 1.7% 17% False False 34,396
60 435-0 359-0 76-0 20.4% 6-7 1.9% 17% False False 28,143
80 435-0 359-0 76-0 20.4% 7-6 2.1% 17% False False 23,571
100 435-0 345-4 89-4 24.1% 7-6 2.1% 29% False False 19,966
120 435-0 328-4 106-4 28.6% 7-4 2.0% 41% False False 17,239
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 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 401-4
2.618 392-0
1.618 386-2
1.000 382-6
0.618 380-4
HIGH 377-0
0.618 374-6
0.500 374-1
0.382 373-4
LOW 371-2
0.618 367-6
1.000 365-4
1.618 362-0
2.618 356-2
4.250 346-6
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 374-1 374-6
PP 373-3 373-6
S1 372-4 372-6

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

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