CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	418-4	433-6	15-2	3.6%	432-4
High	433-2	438-0	4-6	1.1%	436-0
Low	418-4	427-0	8-4	2.0%	411-0
Close	432-6	435-6	3-0	0.7%	432-6
Range	14-6	11-0	-3-6	-25.4%	25-0
ATR	11-3	11-3	0-0	-0.3%	0-0
Volume	15,634	10,888	-4,746	-30.4%	64,635

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	466-5	462-1	441-6
R3	455-5	451-1	438-6
R2	444-5	444-5	437-6
R1	440-1	440-1	436-6	442-3
PP	433-5	433-5	433-5	434-6
S1	429-1	429-1	434-6	431-3
S2	422-5	422-5	433-6
S3	411-5	418-1	432-6
S4	400-5	407-1	429-6

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	438-0	411-0	27-0	6.2%	11-6	2.7%	92%	True	False	15,104
10	441-0	411-0	30-0	6.9%	9-2	2.1%	83%	False	False	13,567

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	1-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	484-6
2.618	466-6
1.618	455-6
1.000	449-0
0.618	444-6
HIGH	438-0
0.618	433-6
0.500	432-4
0.382	431-2
LOW	427-0
0.618	420-2
1.000	416-0
1.618	409-2
2.618	398-2
4.250	380-2

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	434-5	432-7
PP	433-5	430-1
S1	432-4	427-2

Download as Excel Spreadsheet

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

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