CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	426-4	432-4	6-0	1.4%	433-0
High	427-0	436-0	9-0	2.1%	441-0
Low	424-4	419-4	-5-0	-1.2%	423-4
Close	425-4	421-2	-4-2	-1.0%	425-4
Range	2-4	16-4	14-0	560.0%	17-4
ATR	10-2	10-6	0-4	4.3%	0-0
Volume	14,291	14,220	-71	-0.5%	60,156

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	475-1	464-5	430-3
R3	458-5	448-1	425-6
R2	442-1	442-1	424-2
R1	431-5	431-5	422-6	428-5
PP	425-5	425-5	425-5	424-0
S1	415-1	415-1	419-6	412-1
S2	409-1	409-1	418-2
S3	392-5	398-5	416-6
S4	376-1	382-1	412-1

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	482-4	471-4	435-1
R3	465-0	454-0	430-2
R2	447-4	447-4	428-6
R1	436-4	436-4	427-1	433-2
PP	430-0	430-0	430-0	428-3
S1	419-0	419-0	423-7	415-6
S2	412-4	412-4	422-2
S3	395-0	401-4	420-6
S4	377-4	384-0	415-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441-0	419-4	21-4	5.1%	8-7	2.1%	8%	False	True	13,151
10	441-0	414-0	27-0	6.4%	8-3	2.0%	27%	False	False	14,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-1
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	506-1
2.618	479-2
1.618	462-6
1.000	452-4
0.618	446-2
HIGH	436-0
0.618	429-6
0.500	427-6
0.382	425-6
LOW	419-4
0.618	409-2
1.000	403-0
1.618	392-6
2.618	376-2
4.250	349-3

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	427-6	427-6
PP	425-5	425-5
S1	423-3	423-3

Download as Excel Spreadsheet

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

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