CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 422-4 428-0 5-4 1.3% 423-6
High 427-6 430-4 2-6 0.6% 424-4
Low 419-0 423-4 4-4 1.1% 401-4
Close 427-2 424-4 -2-6 -0.6% 424-0
Range 8-6 7-0 -1-6 -20.0% 23-0
ATR 11-3 11-1 -0-3 -2.7% 0-0
Volume 16,582 16,127 -455 -2.7% 58,262
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 447-1 442-7 428-3
R3 440-1 435-7 426-3
R2 433-1 433-1 425-6
R1 428-7 428-7 425-1 427-4
PP 426-1 426-1 426-1 425-4
S1 421-7 421-7 423-7 420-4
S2 419-1 419-1 423-2
S3 412-1 414-7 422-5
S4 405-1 407-7 420-5
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
5 430-4 401-4 29-0 6.8% 9-6 2.3% 79% True False 16,870
10 433-6 401-4 32-2 7.6% 8-6 2.1% 71% False False 12,301
20 433-6 391-4 42-2 10.0% 10-2 2.4% 78% False False 12,258
40 433-6 376-0 57-6 13.6% 9-4 2.2% 84% False False 9,534
60 433-6 328-4 105-2 24.8% 8-6 2.1% 91% False False 7,724
80 433-6 328-4 105-2 24.8% 7-4 1.8% 91% False False 6,469
100 433-6 328-4 105-2 24.8% 7-0 1.6% 91% False False 5,536
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 460-2
2.618 448-7
1.618 441-7
1.000 437-4
0.618 434-7
HIGH 430-4
0.618 427-7
0.500 427-0
0.382 426-1
LOW 423-4
0.618 419-1
1.000 416-4
1.618 412-1
2.618 405-1
4.250 393-6
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 427-0 423-0
PP 426-1 421-3
S1 425-3 419-7

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

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