CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 409-0 409-2 0-2 0.1% 423-6
High 419-4 424-4 5-0 1.2% 424-4
Low 408-0 409-2 1-2 0.3% 401-4
Close 418-4 424-0 5-4 1.3% 424-0
Range 11-4 15-2 3-6 32.6% 23-0
ATR 11-2 11-5 0-2 2.5% 0-0
Volume 24,111 18,943 -5,168 -21.4% 58,262
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 465-0 459-6 432-3
R3 449-6 444-4 428-2
R2 434-4 434-4 426-6
R1 429-2 429-2 425-3 431-7
PP 419-2 419-2 419-2 420-4
S1 414-0 414-0 422-5 416-5
S2 404-0 404-0 421-2
S3 388-6 398-6 419-6
S4 373-4 383-4 415-5
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 485-5 477-7 436-5
R3 462-5 454-7 430-3
R2 439-5 439-5 428-2
R1 431-7 431-7 426-1 435-6
PP 416-5 416-5 416-5 418-5
S1 408-7 408-7 421-7 412-6
S2 393-5 393-5 419-6
S3 370-5 385-7 417-5
S4 347-5 362-7 411-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-4 401-4 23-0 5.4% 9-3 2.2% 98% True False 12,995
10 433-6 401-4 32-2 7.6% 8-4 2.0% 70% False False 11,070
20 433-6 386-4 47-2 11.1% 10-5 2.5% 79% False False 11,437
40 433-6 352-4 81-2 19.2% 9-4 2.3% 88% False False 8,831
60 433-6 328-4 105-2 24.8% 8-5 2.0% 91% False False 7,254
80 433-6 328-4 105-2 24.8% 7-4 1.8% 91% False False 6,103
100 433-6 328-4 105-2 24.8% 6-7 1.6% 91% False False 5,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 489-2
2.618 464-3
1.618 449-1
1.000 439-6
0.618 433-7
HIGH 424-4
0.618 418-5
0.500 416-7
0.382 415-1
LOW 409-2
0.618 399-7
1.000 394-0
1.618 384-5
2.618 369-3
4.250 344-4
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 421-5 420-3
PP 419-2 416-5
S1 416-7 413-0

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

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