CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	416-4	418-4	2-0	0.5%	432-4
High	427-4	433-2	5-6	1.3%	436-0
Low	416-4	418-4	2-0	0.5%	411-0
Close	427-2	432-6	5-4	1.3%	432-6
Range	11-0	14-6	3-6	34.1%	25-0
ATR	11-1	11-3	0-2	2.3%	0-0
Volume	22,285	15,634	-6,651	-29.8%	64,635

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	472-3	467-3	440-7
R3	457-5	452-5	436-6
R2	442-7	442-7	435-4
R1	437-7	437-7	434-1	440-3
PP	428-1	428-1	428-1	429-4
S1	423-1	423-1	431-3	425-5
S2	413-3	413-3	430-0
S3	398-5	408-3	428-6
S4	383-7	393-5	424-5

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	501-5	492-1	446-4
R3	476-5	467-1	439-5
R2	451-5	451-5	437-3
R1	442-1	442-1	435-0	446-7
PP	426-5	426-5	426-5	429-0
S1	417-1	417-1	430-4	421-7
S2	401-5	401-5	428-1
S3	376-5	392-1	425-7
S4	351-5	367-1	419-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	436-0	411-0	25-0	5.8%	10-1	2.3%	87%	False	False	15,785
10	441-0	411-0	30-0	6.9%	8-3	1.9%	73%	False	False	13,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	496-0
2.618	471-7
1.618	457-1
1.000	448-0
0.618	442-3
HIGH	433-2
0.618	427-5
0.500	425-7
0.382	424-1
LOW	418-4
0.618	409-3
1.000	403-6
1.618	394-5
2.618	379-7
4.250	355-6

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	430-4	429-2
PP	428-1	425-5
S1	425-7	422-1

Download as Excel Spreadsheet

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

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