CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 423-6 408-0 -15-6 -3.7% 423-0
High 424-0 408-0 -16-0 -3.8% 433-6
Low 412-0 401-4 -10-4 -2.5% 416-0
Close 413-2 402-0 -11-2 -2.7% 417-0
Range 12-0 6-4 -5-4 -45.8% 17-6
ATR 10-6 10-7 0-1 0.7% 0-0
Volume 6,619 8,589 1,970 29.8% 39,810
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 423-3 419-1 405-5
R3 416-7 412-5 403-6
R2 410-3 410-3 403-2
R1 406-1 406-1 402-5 405-0
PP 403-7 403-7 403-7 403-2
S1 399-5 399-5 401-3 398-4
S2 397-3 397-3 400-6
S3 390-7 393-1 400-2
S4 384-3 386-5 398-3
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
5 433-6 401-4 32-2 8.0% 7-6 1.9% 2% False True 8,313
10 433-6 401-4 32-2 8.0% 8-0 2.0% 2% False True 10,726
20 433-6 386-4 47-2 11.8% 9-5 2.4% 33% False False 10,025
40 433-6 352-4 81-2 20.2% 9-2 2.3% 61% False False 7,988
60 433-6 328-4 105-2 26.2% 8-2 2.1% 70% False False 6,726
80 433-6 328-4 105-2 26.2% 7-3 1.8% 70% False False 5,623
100 433-6 328-4 105-2 26.2% 6-6 1.7% 70% False False 4,912
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 435-5
2.618 425-0
1.618 418-4
1.000 414-4
0.618 412-0
HIGH 408-0
0.618 405-4
0.500 404-6
0.382 404-0
LOW 401-4
0.618 397-4
1.000 395-0
1.618 391-0
2.618 384-4
4.250 373-7
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 404-6 412-6
PP 403-7 409-1
S1 402-7 405-5

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

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