CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 412-4 399-4 -13-0 -3.2% 384-0
High 417-4 411-2 -6-2 -1.5% 411-6
Low 407-0 399-4 -7-4 -1.8% 379-2
Close 409-2 405-6 -3-4 -0.9% 381-0
Range 10-4 11-6 1-2 11.9% 32-4
ATR 13-4 13-3 -0-1 -0.9% 0-0
Volume 91,993 157,468 65,475 71.2% 239,416
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 440-6 435-0 412-2
R3 429-0 423-2 409-0
R2 417-2 417-2 407-7
R1 411-4 411-4 406-7 414-3
PP 405-4 405-4 405-4 407-0
S1 399-6 399-6 404-5 402-5
S2 393-6 393-6 403-5
S3 382-0 388-0 402-4
S4 370-2 376-2 399-2
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 488-1 467-1 398-7
R3 455-5 434-5 390-0
R2 423-1 423-1 387-0
R1 402-1 402-1 384-0 396-3
PP 390-5 390-5 390-5 387-6
S1 369-5 369-5 378-0 363-7
S2 358-1 358-1 375-0
S3 325-5 337-1 372-0
S4 293-1 304-5 363-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417-4 380-0 37-4 9.2% 12-6 3.1% 69% False False 89,119
10 417-4 377-4 40-0 9.9% 13-4 3.3% 71% False False 67,380
20 423-4 377-4 46-0 11.3% 12-1 3.0% 61% False False 50,140
40 423-4 324-2 99-2 24.5% 11-2 2.8% 82% False False 37,205
60 423-4 319-4 104-0 25.6% 10-3 2.6% 83% False False 30,867
80 423-4 319-4 104-0 25.6% 10-0 2.5% 83% False False 26,296
100 423-4 319-4 104-0 25.6% 9-3 2.3% 83% False False 23,298
120 483-4 319-4 164-0 40.4% 9-0 2.2% 53% False False 20,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461-2
2.618 442-0
1.618 430-2
1.000 423-0
0.618 418-4
HIGH 411-2
0.618 406-6
0.500 405-3
0.382 404-0
LOW 399-4
0.618 392-2
1.000 387-6
1.618 380-4
2.618 368-6
4.250 349-4
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 405-5 406-0
PP 405-4 405-7
S1 405-3 405-7

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

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