CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 422-4 429-4 7-0 1.7% 396-0
High 429-0 433-6 4-6 1.1% 427-4
Low 422-4 423-0 0-4 0.1% 393-4
Close 427-2 423-4 -3-6 -0.9% 415-6
Range 6-4 10-6 4-2 65.4% 34-0
ATR 11-4 11-3 0-0 -0.4% 0-0
Volume 5,685 8,892 3,207 56.4% 77,301
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 459-0 452-0 429-3
R3 448-2 441-2 426-4
R2 437-4 437-4 425-4
R1 430-4 430-4 424-4 428-5
PP 426-6 426-6 426-6 425-6
S1 419-6 419-6 422-4 417-7
S2 416-0 416-0 421-4
S3 405-2 409-0 420-4
S4 394-4 398-2 417-5
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
5 433-6 410-0 23-6 5.6% 8-4 2.0% 57% True False 10,317
10 433-6 391-4 42-2 10.0% 9-7 2.3% 76% True False 12,269
20 433-6 386-4 47-2 11.2% 10-4 2.5% 78% True False 9,854
40 433-6 345-4 88-2 20.8% 9-1 2.2% 88% True False 7,701
60 433-6 328-4 105-2 24.9% 8-0 1.9% 90% True False 6,336
80 433-6 328-4 105-2 24.9% 7-2 1.7% 90% True False 5,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 479-4
2.618 461-7
1.618 451-1
1.000 444-4
0.618 440-3
HIGH 433-6
0.618 429-5
0.500 428-3
0.382 427-1
LOW 423-0
0.618 416-3
1.000 412-2
1.618 405-5
2.618 394-7
4.250 377-2
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 428-3 427-5
PP 426-6 426-2
S1 425-1 424-7

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

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