CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	426-0	425-4	-0-4	-0.1%	427-4
High	435-0	439-0	4-0	0.9%	439-0
Low	426-0	425-4	-0-4	-0.1%	417-4
Close	434-2	439-2	5-0	1.2%	439-2
Range	9-0	13-4	4-4	50.0%	21-4
ATR	8-4	8-7	0-3	4.2%	0-0
Volume	1,697	1,823	126	7.4%	10,129

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	475-1	470-5	446-5
R3	461-5	457-1	443-0
R2	448-1	448-1	441-6
R1	443-5	443-5	440-4	445-7
PP	434-5	434-5	434-5	435-6
S1	430-1	430-1	438-0	432-3
S2	421-1	421-1	436-6
S3	407-5	416-5	435-4
S4	394-1	403-1	431-7

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	496-3	489-3	451-1
R3	474-7	467-7	445-1
R2	453-3	453-3	443-2
R1	446-3	446-3	441-2	449-7
PP	431-7	431-7	431-7	433-6
S1	424-7	424-7	437-2	428-3
S2	410-3	410-3	435-2
S3	388-7	403-3	433-3
S4	367-3	381-7	427-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	439-0	417-4	21-4	4.9%	6-0	1.4%	101%	True	False	2,399
10	444-2	417-4	26-6	6.1%	5-4	1.3%	81%	False	False	2,741
20	444-2	401-4	42-6	9.7%	7-0	1.6%	88%	False	False	2,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	496-3
2.618	474-3
1.618	460-7
1.000	452-4
0.618	447-3
HIGH	439-0
0.618	433-7
0.500	432-2
0.382	430-5
LOW	425-4
0.618	417-1
1.000	412-0
1.618	403-5
2.618	390-1
4.250	368-1

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	436-7	435-5
PP	434-5	431-7
S1	432-2	428-2

Download as Excel Spreadsheet

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

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