CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 413-4 398-0 -15-4 -3.7% 413-0
High 418-4 398-6 -19-6 -4.7% 424-4
Low 401-4 390-6 -10-6 -2.7% 405-0
Close 403-2 392-0 -11-2 -2.8% 407-0
Range 17-0 8-0 -9-0 -52.9% 19-4
ATR 12-1 12-2 0-0 0.2% 0-0
Volume 59,061 93,718 34,657 58.7% 283,826
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 417-7 412-7 396-3
R3 409-7 404-7 394-2
R2 401-7 401-7 393-4
R1 396-7 396-7 392-6 395-3
PP 393-7 393-7 393-7 393-0
S1 388-7 388-7 391-2 387-3
S2 385-7 385-7 390-4
S3 377-7 380-7 389-6
S4 369-7 372-7 387-5
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 470-5 458-3 417-6
R3 451-1 438-7 412-3
R2 431-5 431-5 410-5
R1 419-3 419-3 408-6 415-6
PP 412-1 412-1 412-1 410-3
S1 399-7 399-7 405-2 396-2
S2 392-5 392-5 403-3
S3 373-1 380-3 401-5
S4 353-5 360-7 396-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-4 390-6 33-6 8.6% 10-3 2.6% 4% False True 68,374
10 424-4 390-6 33-6 8.6% 9-4 2.4% 4% False True 77,627
20 424-4 377-4 47-0 12.0% 11-1 2.8% 31% False False 63,813
40 424-4 343-4 81-0 20.7% 11-1 2.8% 60% False False 46,691
60 424-4 319-4 105-0 26.8% 10-4 2.7% 69% False False 37,945
80 424-4 319-4 105-0 26.8% 10-0 2.6% 69% False False 31,771
100 424-4 319-4 105-0 26.8% 9-5 2.5% 69% False False 27,654
120 480-0 319-4 160-4 40.9% 9-1 2.3% 45% False False 24,482
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 432-6
2.618 419-6
1.618 411-6
1.000 406-6
0.618 403-6
HIGH 398-6
0.618 395-6
0.500 394-6
0.382 393-6
LOW 390-6
0.618 385-6
1.000 382-6
1.618 377-6
2.618 369-6
4.250 356-6
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 394-6 404-5
PP 393-7 400-3
S1 392-7 396-2

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

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