CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	436-2	443-0	6-6	1.5%	413-0
High	440-4	444-2	3-6	0.9%	440-0
Low	436-2	435-4	-0-6	-0.2%	413-0
Close	440-4	435-4	-5-0	-1.1%	430-2
Range	4-2	8-6	4-4	105.9%	27-0
ATR	8-4	8-4	0-0	0.2%	0-0
Volume	2,670	1,598	-1,072	-40.1%	13,635

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	464-5	458-7	440-2
R3	455-7	450-1	437-7
R2	447-1	447-1	437-1
R1	441-3	441-3	436-2	439-7
PP	438-3	438-3	438-3	437-6
S1	432-5	432-5	434-6	431-1
S2	429-5	429-5	433-7
S3	420-7	423-7	433-1
S4	412-1	415-1	430-6

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	508-6	496-4	445-1
R3	481-6	469-4	437-5
R2	454-6	454-6	435-2
R1	442-4	442-4	432-6	448-5
PP	427-6	427-6	427-6	430-6
S1	415-4	415-4	427-6	421-5
S2	400-6	400-6	425-2
S3	373-6	388-4	422-7
S4	346-6	361-4	415-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444-2	427-6	16-4	3.8%	5-4	1.3%	47%	True	False	2,603
10	444-2	407-6	36-4	8.4%	5-7	1.3%	76%	True	False	2,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	481-4
2.618	467-1
1.618	458-3
1.000	453-0
0.618	449-5
HIGH	444-2
0.618	440-7
0.500	439-7
0.382	438-7
LOW	435-4
0.618	430-1
1.000	426-6
1.618	421-3
2.618	412-5
4.250	398-2

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	439-7	439-7
PP	438-3	438-3
S1	437-0	437-0

Download as Excel Spreadsheet

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

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