CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 421-2 415-4 -5-6 -1.4% 423-6
High 421-2 415-4 -5-6 -1.4% 424-4
Low 415-6 410-4 -5-2 -1.3% 401-4
Close 416-6 411-2 -5-4 -1.3% 424-0
Range 5-4 5-0 -0-4 -9.1% 23-0
ATR 10-7 10-5 -0-3 -3.0% 0-0
Volume 10,574 11,163 589 5.6% 58,262
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 427-3 424-3 414-0
R3 422-3 419-3 412-5
R2 417-3 417-3 412-1
R1 414-3 414-3 411-6 413-3
PP 412-3 412-3 412-3 412-0
S1 409-3 409-3 410-6 408-3
S2 407-3 407-3 410-3
S3 402-3 404-3 409-7
S4 397-3 399-3 408-4
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
5 430-4 409-2 21-2 5.2% 8-2 2.0% 9% False False 14,677
10 430-4 401-4 29-0 7.1% 8-1 2.0% 34% False False 13,017
20 433-6 391-4 42-2 10.3% 9-0 2.2% 47% False False 12,643
40 433-6 380-4 53-2 12.9% 9-1 2.2% 58% False False 9,601
60 433-6 332-0 101-6 24.7% 8-7 2.1% 78% False False 7,922
80 433-6 328-4 105-2 25.6% 7-5 1.8% 79% False False 6,646
100 433-6 328-4 105-2 25.6% 7-0 1.7% 79% False False 5,731
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 0-6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 436-6
2.618 428-5
1.618 423-5
1.000 420-4
0.618 418-5
HIGH 415-4
0.618 413-5
0.500 413-0
0.382 412-3
LOW 410-4
0.618 407-3
1.000 405-4
1.618 402-3
2.618 397-3
4.250 389-2
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 413-0 420-4
PP 412-3 417-3
S1 411-7 414-3

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

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