CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	428-6	431-6	3-0	0.7%	439-4
High	436-0	432-2	-3-6	-0.9%	444-2
Low	428-6	430-0	1-2	0.3%	428-6
Close	433-0	430-2	-2-6	-0.6%	430-2
Range	7-2	2-2	-5-0	-69.0%	15-4
ATR	8-4	8-0	-0-3	-4.6%	0-0
Volume	4,113	1,867	-2,246	-54.6%	12,393

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	437-5	436-1	431-4
R3	435-3	433-7	430-7
R2	433-1	433-1	430-5
R1	431-5	431-5	430-4	431-2
PP	430-7	430-7	430-7	430-5
S1	429-3	429-3	430-0	429-0
S2	428-5	428-5	429-7
S3	426-3	427-1	429-5
S4	424-1	424-7	429-0

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	480-7	471-1	438-6
R3	465-3	455-5	434-4
R2	449-7	449-7	433-1
R1	440-1	440-1	431-5	437-2
PP	434-3	434-3	434-3	433-0
S1	424-5	424-5	428-7	421-6
S2	418-7	418-7	427-3
S3	403-3	409-1	426-0
S4	387-7	393-5	421-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444-2	428-6	15-4	3.6%	5-1	1.2%	10%	False	False	2,478
10	444-2	413-0	31-2	7.3%	6-2	1.5%	55%	False	False	2,602

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	441-6
2.618	438-1
1.618	435-7
1.000	434-4
0.618	433-5
HIGH	432-2
0.618	431-3
0.500	431-1
0.382	430-7
LOW	430-0
0.618	428-5
1.000	427-6
1.618	426-3
2.618	424-1
4.250	420-4

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	431-1	436-4
PP	430-7	434-3
S1	430-4	432-3

Download as Excel Spreadsheet

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

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