CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 436-4 429-0 -7-4 -1.7% 432-4
High 439-0 429-6 -9-2 -2.1% 436-0
Low 430-4 424-0 -6-4 -1.5% 411-0
Close 432-6 425-2 -7-4 -1.7% 432-6
Range 8-4 5-6 -2-6 -32.4% 25-0
ATR 11-1 11-0 -0-1 -1.6% 0-0
Volume 17,714 10,051 -7,663 -43.3% 64,635
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 443-5 440-1 428-3
R3 437-7 434-3 426-7
R2 432-1 432-1 426-2
R1 428-5 428-5 425-6 427-4
PP 426-3 426-3 426-3 425-6
S1 422-7 422-7 424-6 421-6
S2 420-5 420-5 424-2
S3 414-7 417-1 423-5
S4 409-1 411-3 422-1
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
5 439-0 416-4 22-4 5.3% 10-2 2.4% 39% False False 15,314
10 441-0 411-0 30-0 7.1% 9-4 2.2% 48% False False 14,464
20 441-0 399-4 41-4 9.8% 9-0 2.1% 62% False False 14,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 454-2
2.618 444-6
1.618 439-0
1.000 435-4
0.618 433-2
HIGH 429-6
0.618 427-4
0.500 426-7
0.382 426-2
LOW 424-0
0.618 420-4
1.000 418-2
1.618 414-6
2.618 409-0
4.250 399-4
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 426-7 431-4
PP 426-3 429-3
S1 425-6 427-3

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

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