CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 374-4 378-6 4-2 1.1% 376-0
High 387-2 384-0 -3-2 -0.8% 380-0
Low 373-2 378-2 5-0 1.3% 366-4
Close 382-6 378-6 -4-0 -1.0% 371-6
Range 14-0 5-6 -8-2 -58.9% 13-4
ATR 7-7 7-6 -0-1 -1.9% 0-0
Volume 64,607 171,930 107,323 166.1% 248,603
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 397-5 393-7 381-7
R3 391-7 388-1 380-3
R2 386-1 386-1 379-6
R1 382-3 382-3 379-2 381-5
PP 380-3 380-3 380-3 380-0
S1 376-5 376-5 378-2 375-7
S2 374-5 374-5 377-6
S3 368-7 370-7 377-1
S4 363-1 365-1 375-5
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 413-2 406-0 379-1
R3 399-6 392-4 375-4
R2 386-2 386-2 374-2
R1 379-0 379-0 373-0 375-7
PP 372-6 372-6 372-6 371-2
S1 365-4 365-4 370-4 362-3
S2 359-2 359-2 369-2
S3 345-6 352-0 368-0
S4 332-2 338-4 364-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-2 366-4 20-6 5.5% 7-2 1.9% 59% False False 87,851
10 387-2 366-4 20-6 5.5% 6-4 1.7% 59% False False 82,846
20 387-2 359-0 28-2 7.5% 6-2 1.7% 70% False False 62,698
40 435-0 359-0 76-0 20.1% 6-2 1.6% 26% False False 42,231
60 435-0 359-0 76-0 20.1% 6-7 1.8% 26% False False 33,632
80 435-0 359-0 76-0 20.1% 7-5 2.0% 26% False False 27,730
100 435-0 352-4 82-4 21.8% 7-7 2.1% 32% False False 23,374
120 435-0 328-4 106-4 28.1% 7-5 2.0% 47% False False 20,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 408-4
2.618 399-0
1.618 393-2
1.000 389-6
0.618 387-4
HIGH 384-0
0.618 381-6
0.500 381-1
0.382 380-4
LOW 378-2
0.618 374-6
1.000 372-4
1.618 369-0
2.618 363-2
4.250 353-6
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 381-1 378-1
PP 380-3 377-4
S1 379-4 376-7

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

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