CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	437-4	440-6	3-2	0.7%	427-4
High	442-4	445-0	2-4	0.6%	439-0
Low	433-4	437-4	4-0	0.9%	417-4
Close	442-4	438-4	-4-0	-0.9%	439-2
Range	9-0	7-4	-1-4	-16.7%	21-4
ATR	8-7	8-6	-0-1	-1.1%	0-0
Volume	890	2,842	1,952	219.3%	10,129

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	462-7	458-1	442-5
R3	455-3	450-5	440-4
R2	447-7	447-7	439-7
R1	443-1	443-1	439-2	441-6
PP	440-3	440-3	440-3	439-5
S1	435-5	435-5	437-6	434-2
S2	432-7	432-7	437-1
S3	425-3	428-1	436-4
S4	417-7	420-5	434-3

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	445-0	417-4	27-4	6.3%	8-7	2.0%	76%	True	False	2,113
10	445-0	417-4	27-4	6.3%	6-6	1.5%	76%	True	False	2,410
20	445-0	407-6	37-2	8.5%	7-0	1.6%	83%	True	False	2,217

Crabel Price Patterns
NR	True
NR4	True
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	0-7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	476-7
2.618	464-5
1.618	457-1
1.000	452-4
0.618	449-5
HIGH	445-0
0.618	442-1
0.500	441-2
0.382	440-3
LOW	437-4
0.618	432-7
1.000	430-0
1.618	425-3
2.618	417-7
4.250	405-5

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	441-2	437-3
PP	440-3	436-3
S1	439-3	435-2

Download as Excel Spreadsheet

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

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