CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	440-6	434-4	-6-2	-1.4%	427-4
High	445-0	434-4	-10-4	-2.4%	439-0
Low	437-4	430-4	-7-0	-1.6%	417-4
Close	438-4	431-4	-7-0	-1.6%	439-2
Range	7-4	4-0	-3-4	-46.7%	21-4
ATR	8-6	8-6	0-0	-0.6%	0-0
Volume	2,842	2,324	-518	-18.2%	10,129

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	444-1	441-7	433-6
R3	440-1	437-7	432-5
R2	436-1	436-1	432-2
R1	433-7	433-7	431-7	433-0
PP	432-1	432-1	432-1	431-6
S1	429-7	429-7	431-1	429-0
S2	428-1	428-1	430-6
S3	424-1	425-7	430-3
S4	420-1	421-7	429-2

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	425-4	19-4	4.5%	8-5	2.0%	31%	False	False	1,915
10	445-0	417-4	27-4	6.4%	6-5	1.5%	51%	False	False	2,376
20	445-0	407-6	37-2	8.6%	6-4	1.5%	64%	False	False	2,253

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	451-4
2.618	445-0
1.618	441-0
1.000	438-4
0.618	437-0
HIGH	434-4
0.618	433-0
0.500	432-4
0.382	432-0
LOW	430-4
0.618	428-0
1.000	426-4
1.618	424-0
2.618	420-0
4.250	413-4

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	432-4	437-6
PP	432-1	435-5
S1	431-7	433-5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols