CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 428-0 421-2 -6-6 -1.6% 423-6
High 430-4 421-2 -9-2 -2.1% 424-4
Low 423-4 415-6 -7-6 -1.8% 401-4
Close 424-4 416-6 -7-6 -1.8% 424-0
Range 7-0 5-4 -1-4 -21.4% 23-0
ATR 11-1 10-7 -0-1 -1.5% 0-0
Volume 16,127 10,574 -5,553 -34.4% 58,262
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 434-3 431-1 419-6
R3 428-7 425-5 418-2
R2 423-3 423-3 417-6
R1 420-1 420-1 417-2 419-0
PP 417-7 417-7 417-7 417-3
S1 414-5 414-5 416-2 413-4
S2 412-3 412-3 415-6
S3 406-7 409-1 415-2
S4 401-3 403-5 413-6
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
5 430-4 408-0 22-4 5.4% 9-5 2.3% 39% False False 17,267
10 433-6 401-4 32-2 7.7% 8-5 2.1% 47% False False 12,790
20 433-6 391-4 42-2 10.1% 9-4 2.3% 60% False False 12,485
40 433-6 376-0 57-6 13.9% 9-2 2.2% 71% False False 9,620
60 433-6 328-4 105-2 25.3% 8-6 2.1% 84% False False 7,835
80 433-6 328-4 105-2 25.3% 7-4 1.8% 84% False False 6,574
100 433-6 328-4 105-2 25.3% 7-0 1.7% 84% False False 5,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 444-5
2.618 435-5
1.618 430-1
1.000 426-6
0.618 424-5
HIGH 421-2
0.618 419-1
0.500 418-4
0.382 417-7
LOW 415-6
0.618 412-3
1.000 410-2
1.618 406-7
2.618 401-3
4.250 392-3
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 418-4 423-1
PP 417-7 421-0
S1 417-3 418-7

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

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