CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 378-6 381-4 2-6 0.7% 376-0
High 384-0 386-4 2-4 0.7% 380-0
Low 378-2 381-2 3-0 0.8% 366-4
Close 378-6 386-2 7-4 2.0% 371-6
Range 5-6 5-2 -0-4 -8.7% 13-4
ATR 7-6 7-6 0-0 0.0% 0-0
Volume 171,930 105,816 -66,114 -38.5% 248,603
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 400-3 398-5 389-1
R3 395-1 393-3 387-6
R2 389-7 389-7 387-2
R1 388-1 388-1 386-6 389-0
PP 384-5 384-5 384-5 385-1
S1 382-7 382-7 385-6 383-6
S2 379-3 379-3 385-2
S3 374-1 377-5 384-6
S4 368-7 372-3 383-3
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 5.4% 7-1 1.9% 95% False False 93,564
10 387-2 366-4 20-6 5.4% 6-3 1.7% 95% False False 86,349
20 387-2 359-0 28-2 7.3% 6-2 1.6% 96% False False 66,852
40 435-0 359-0 76-0 19.7% 6-2 1.6% 36% False False 44,721
60 435-0 359-0 76-0 19.7% 6-7 1.8% 36% False False 34,994
80 435-0 359-0 76-0 19.7% 7-5 2.0% 36% False False 28,992
100 435-0 352-4 82-4 21.4% 7-7 2.0% 41% False False 24,385
120 435-0 328-4 106-4 27.6% 7-5 2.0% 54% False False 21,005
Crabel Price Patterns
NR True
NR4 True
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 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 408-6
2.618 400-2
1.618 395-0
1.000 391-6
0.618 389-6
HIGH 386-4
0.618 384-4
0.500 383-7
0.382 383-2
LOW 381-2
0.618 378-0
1.000 376-0
1.618 372-6
2.618 367-4
4.250 359-0
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 385-4 384-2
PP 384-5 382-2
S1 383-7 380-2

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

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