CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 410-0 413-4 3-4 0.9% 396-0
High 422-0 418-4 -3-4 -0.8% 427-4
Low 410-0 411-4 1-4 0.4% 393-4
Close 415-4 415-6 0-2 0.1% 415-6
Range 12-0 7-0 -5-0 -41.7% 34-0
ATR 12-2 11-7 -0-3 -3.1% 0-0
Volume 16,616 12,631 -3,985 -24.0% 77,301
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 436-2 433-0 419-5
R3 429-2 426-0 417-5
R2 422-2 422-2 417-0
R1 419-0 419-0 416-3 420-5
PP 415-2 415-2 415-2 416-0
S1 412-0 412-0 415-1 413-5
S2 408-2 408-2 414-4
S3 401-2 405-0 413-7
S4 394-2 398-0 411-7
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 514-2 499-0 434-4
R3 480-2 465-0 425-1
R2 446-2 446-2 422-0
R1 431-0 431-0 418-7 438-5
PP 412-2 412-2 412-2 416-0
S1 397-0 397-0 412-5 404-5
S2 378-2 378-2 409-4
S3 344-2 363-0 406-3
S4 310-2 329-0 397-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 427-4 393-4 34-0 8.2% 12-6 3.1% 65% False False 15,460
10 427-4 389-2 38-2 9.2% 12-5 3.0% 69% False False 12,129
20 432-0 386-4 45-4 10.9% 10-6 2.6% 64% False False 9,202
40 432-0 333-4 98-4 23.7% 9-2 2.2% 84% False False 7,414
60 432-0 328-4 103-4 24.9% 8-0 1.9% 84% False False 6,078
80 432-0 328-4 103-4 24.9% 7-0 1.7% 84% False False 5,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 448-2
2.618 436-7
1.618 429-7
1.000 425-4
0.618 422-7
HIGH 418-4
0.618 415-7
0.500 415-0
0.382 414-1
LOW 411-4
0.618 407-1
1.000 404-4
1.618 400-1
2.618 393-1
4.250 381-6
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 415-4 418-6
PP 415-2 417-6
S1 415-0 416-6

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

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