CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	443-0	428-6	-14-2	-3.2%	413-0
High	444-2	436-0	-8-2	-1.9%	440-0
Low	435-4	428-6	-6-6	-1.5%	413-0
Close	435-4	433-0	-2-4	-0.6%	430-2
Range	8-6	7-2	-1-4	-17.1%	27-0
ATR	8-4	8-4	-0-1	-1.1%	0-0
Volume	1,598	4,113	2,515	157.4%	13,635

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	454-3	450-7	437-0
R3	447-1	443-5	435-0
R2	439-7	439-7	434-3
R1	436-3	436-3	433-5	438-1
PP	432-5	432-5	432-5	433-4
S1	429-1	429-1	432-3	430-7
S2	425-3	425-3	431-5
S3	418-1	421-7	431-0
S4	410-7	414-5	429-0

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%	5-0	1.2%	32%	False	False	3,084
10	444-2	407-6	36-4	8.4%	6-0	1.4%	69%	False	False	2,447

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	466-6
2.618	455-0
1.618	447-6
1.000	443-2
0.618	440-4
HIGH	436-0
0.618	433-2
0.500	432-3
0.382	431-4
LOW	428-6
0.618	424-2
1.000	421-4
1.618	417-0
2.618	409-6
4.250	398-0

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	432-6	436-4
PP	432-5	435-3
S1	432-3	434-1

Download as Excel Spreadsheet

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

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