CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	431-6	427-4	-4-2	-1.0%	439-4
High	432-2	427-4	-4-6	-1.1%	444-2
Low	430-0	427-4	-2-4	-0.6%	428-6
Close	430-2	427-4	-2-6	-0.6%	430-2
Range	2-2	0-0	-2-2	-100.0%	15-4
ATR	8-0	7-5	-0-3	-4.7%	0-0
Volume	1,867	3,292	1,425	76.3%	12,393

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	427-4	427-4	427-4
R3	427-4	427-4	427-4
R2	427-4	427-4	427-4
R1	427-4	427-4	427-4	427-4
PP	427-4	427-4	427-4	427-4
S1	427-4	427-4	427-4	427-4
S2	427-4	427-4	427-4
S3	427-4	427-4	427-4
S4	427-4	427-4	427-4

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	427-4	16-6	3.9%	4-4	1.1%	0%	False	True	2,708
10	444-2	427-4	16-6	3.9%	5-1	1.2%	0%	False	True	2,733
20	444-2	401-4	42-6	10.0%	5-6	1.4%	61%	False	False	1,987

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	427-4
2.618	427-4
1.618	427-4
1.000	427-4
0.618	427-4
HIGH	427-4
0.618	427-4
0.500	427-4
0.382	427-4
LOW	427-4
0.618	427-4
1.000	427-4
1.618	427-4
2.618	427-4
4.250	427-4

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	427-4	431-6
PP	427-4	430-3
S1	427-4	428-7

Download as Excel Spreadsheet

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

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