CME Pit-Traded Corn Future May 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 423-0 410-0 -13-0 -3.1% 393-4
High 427-4 422-0 -5-4 -1.3% 421-0
Low 418-0 410-0 -8-0 -1.9% 389-2
Close 419-2 415-4 -3-6 -0.9% 391-0
Range 9-4 12-0 2-4 26.3% 31-6
ATR 12-2 12-2 0-0 -0.1% 0-0
Volume 23,002 16,616 -6,386 -27.8% 43,989
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 451-7 445-5 422-1
R3 439-7 433-5 418-6
R2 427-7 427-7 417-6
R1 421-5 421-5 416-5 424-6
PP 415-7 415-7 415-7 417-3
S1 409-5 409-5 414-3 412-6
S2 403-7 403-7 413-2
S3 391-7 397-5 412-2
S4 379-7 385-5 408-7
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 495-5 475-1 408-4
R3 463-7 443-3 399-6
R2 432-1 432-1 396-7
R1 411-5 411-5 393-7 406-0
PP 400-3 400-3 400-3 397-5
S1 379-7 379-7 388-1 374-2
S2 368-5 368-5 385-1
S3 336-7 348-1 382-2
S4 305-1 316-3 373-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 427-4 391-4 36-0 8.7% 12-0 2.9% 67% False False 15,582
10 427-4 386-4 41-0 9.9% 12-6 3.1% 71% False False 11,804
20 432-0 386-4 45-4 11.0% 10-5 2.5% 64% False False 8,804
40 432-0 333-4 98-4 23.7% 9-2 2.2% 83% False False 7,137
60 432-0 328-4 103-4 24.9% 8-0 1.9% 84% False False 5,891
80 432-0 328-4 103-4 24.9% 7-1 1.7% 84% False False 4,975
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473-0
2.618 453-3
1.618 441-3
1.000 434-0
0.618 429-3
HIGH 422-0
0.618 417-3
0.500 416-0
0.382 414-5
LOW 410-0
0.618 402-5
1.000 398-0
1.618 390-5
2.618 378-5
4.250 359-0
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 416-0 415-7
PP 415-7 415-6
S1 415-5 415-5

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

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