CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 423-0 422-4 -0-4 -0.1% 396-0
High 427-4 429-0 1-4 0.4% 427-4
Low 421-4 422-4 1-0 0.2% 393-4
Close 427-4 427-2 -0-2 -0.1% 415-6
Range 6-0 6-4 0-4 8.3% 34-0
ATR 11-7 11-4 -0-3 -3.2% 0-0
Volume 7,765 5,685 -2,080 -26.8% 77,301
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 445-6 443-0 430-7
R3 439-2 436-4 429-0
R2 432-6 432-6 428-4
R1 430-0 430-0 427-7 431-3
PP 426-2 426-2 426-2 427-0
S1 423-4 423-4 426-5 424-7
S2 419-6 419-6 426-0
S3 413-2 417-0 425-4
S4 406-6 410-4 423-5
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
5 429-0 410-0 19-0 4.4% 8-2 1.9% 91% True False 13,139
10 429-0 391-4 37-4 8.8% 10-2 2.4% 95% True False 12,181
20 432-0 386-4 45-4 10.6% 10-5 2.5% 90% False False 9,567
40 432-0 342-4 89-4 20.9% 9-2 2.2% 95% False False 7,554
60 432-0 328-4 103-4 24.2% 8-0 1.9% 95% False False 6,220
80 432-0 328-4 103-4 24.2% 7-2 1.7% 95% False False 5,182
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 456-5
2.618 446-0
1.618 439-4
1.000 435-4
0.618 433-0
HIGH 429-0
0.618 426-4
0.500 425-6
0.382 425-0
LOW 422-4
0.618 418-4
1.000 416-0
1.618 412-0
2.618 405-4
4.250 394-7
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 426-6 424-7
PP 426-2 422-5
S1 425-6 420-2

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

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