CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	434-4	430-6	-3-6	-0.9%	427-4
High	434-4	430-6	-3-6	-0.9%	439-0
Low	430-4	427-0	-3-4	-0.8%	417-4
Close	431-4	426-6	-4-6	-1.1%	439-2
Range	4-0	3-6	-0-2	-6.3%	21-4
ATR	8-6	8-3	-0-2	-3.4%	0-0
Volume	2,324	1,112	-1,212	-52.2%	10,129

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	439-3	436-7	428-6
R3	435-5	433-1	427-6
R2	431-7	431-7	427-4
R1	429-3	429-3	427-1	428-6
PP	428-1	428-1	428-1	427-7
S1	425-5	425-5	426-3	425-0
S2	424-3	424-3	426-0
S3	420-5	421-7	425-6
S4	416-7	418-1	424-6

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	4.6%	7-4	1.8%	6%	False	False	1,798
10	445-0	417-4	27-4	6.4%	6-1	1.4%	34%	False	False	2,327
20	445-0	407-6	37-2	8.7%	6-0	1.4%	51%	False	False	2,224

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	446-6
2.618	440-5
1.618	436-7
1.000	434-4
0.618	433-1
HIGH	430-6
0.618	429-3
0.500	428-7
0.382	428-3
LOW	427-0
0.618	424-5
1.000	423-2
1.618	420-7
2.618	417-1
4.250	411-0

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	428-7	436-0
PP	428-1	432-7
S1	427-4	429-7

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