CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	432-4	416-6	-15-6	-3.6%	433-0
High	436-0	416-6	-19-2	-4.4%	441-0
Low	419-4	411-0	-8-4	-2.0%	423-4
Close	421-2	410-4	-10-6	-2.6%	425-4
Range	16-4	5-6	-10-6	-65.2%	17-4
ATR	10-6	10-6	0-0	-0.3%	0-0
Volume	14,220	12,496	-1,724	-12.1%	60,156

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	430-0	426-0	413-5
R3	424-2	420-2	412-1
R2	418-4	418-4	411-4
R1	414-4	414-4	411-0	413-5
PP	412-6	412-6	412-6	412-2
S1	408-6	408-6	410-0	407-7
S2	407-0	407-0	409-4
S3	401-2	403-0	408-7
S4	395-4	397-2	407-3

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	411-0	30-0	7.3%	8-6	2.1%	-2%	False	True	13,614
10	441-0	411-0	30-0	7.3%	7-5	1.9%	-2%	False	True	14,548

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	1-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	441-2
2.618	431-6
1.618	426-0
1.000	422-4
0.618	420-2
HIGH	416-6
0.618	414-4
0.500	413-7
0.382	413-2
LOW	411-0
0.618	407-4
1.000	405-2
1.618	401-6
2.618	396-0
4.250	386-4

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	413-7	423-4
PP	412-6	419-1
S1	411-5	414-7

Download as Excel Spreadsheet

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

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