CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 417-6 423-6 6-0 1.4% 423-0
High 418-0 424-0 6-0 1.4% 433-6
Low 416-4 412-0 -4-4 -1.1% 416-0
Close 417-0 413-2 -3-6 -0.9% 417-0
Range 1-4 12-0 10-4 700.0% 17-6
ATR 10-5 10-6 0-1 0.9% 0-0
Volume 6,714 6,619 -95 -1.4% 39,810
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 452-3 444-7 419-7
R3 440-3 432-7 416-4
R2 428-3 428-3 415-4
R1 420-7 420-7 414-3 418-5
PP 416-3 416-3 416-3 415-2
S1 408-7 408-7 412-1 406-5
S2 404-3 404-3 411-0
S3 392-3 396-7 410-0
S4 380-3 384-7 406-5
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 475-4 464-0 426-6
R3 457-6 446-2 421-7
R2 440-0 440-0 420-2
R1 428-4 428-4 418-5 425-3
PP 422-2 422-2 422-2 420-6
S1 410-6 410-6 415-3 407-5
S2 404-4 404-4 413-6
S3 386-6 393-0 412-1
S4 369-0 375-2 407-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 433-6 412-0 21-6 5.3% 7-6 1.9% 6% False True 7,732
10 433-6 404-2 29-4 7.1% 9-0 2.2% 31% False False 11,310
20 433-6 386-4 47-2 11.4% 9-5 2.3% 57% False False 9,924
40 433-6 352-4 81-2 19.7% 9-2 2.2% 75% False False 7,902
60 433-6 328-4 105-2 25.5% 8-1 2.0% 81% False False 6,630
80 433-6 328-4 105-2 25.5% 7-3 1.8% 81% False False 5,530
100 433-6 328-4 105-2 25.5% 6-6 1.6% 81% False False 4,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 475-0
2.618 455-3
1.618 443-3
1.000 436-0
0.618 431-3
HIGH 424-0
0.618 419-3
0.500 418-0
0.382 416-5
LOW 412-0
0.618 404-5
1.000 400-0
1.618 392-5
2.618 380-5
4.250 361-0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 418-0 418-0
PP 416-3 416-3
S1 414-7 414-7

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

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