CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	430-6	425-6	-5-0	-1.2%	437-4
High	430-6	425-6	-5-0	-1.2%	445-0
Low	427-0	417-4	-9-4	-2.2%	417-4
Close	426-6	416-4	-10-2	-2.4%	416-4
Range	3-6	8-2	4-4	120.0%	27-4
ATR	8-3	8-4	0-0	0.7%	0-0
Volume	1,112	1,325	213	19.2%	8,493

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	444-5	438-7	421-0
R3	436-3	430-5	418-6
R2	428-1	428-1	418-0
R1	422-3	422-3	417-2	421-1
PP	419-7	419-7	419-7	419-2
S1	414-1	414-1	415-6	412-7
S2	411-5	411-5	415-0
S3	403-3	405-7	414-2
S4	395-1	397-5	412-0

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	508-7	490-1	431-5
R3	481-3	462-5	424-0
R2	453-7	453-7	421-4
R1	435-1	435-1	419-0	430-6
PP	426-3	426-3	426-3	424-1
S1	407-5	407-5	414-0	403-2
S2	398-7	398-7	411-4
S3	371-3	380-1	409-0
S4	343-7	352-5	401-3

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	6.6%	6-4	1.6%	-4%	False	True	1,698
10	445-0	417-4	27-4	6.6%	6-2	1.5%	-4%	False	True	2,048
20	445-0	407-6	37-2	8.9%	6-1	1.5%	23%	False	False	2,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	460-6
2.618	447-3
1.618	439-1
1.000	434-0
0.618	430-7
HIGH	425-6
0.618	422-5
0.500	421-5
0.382	420-5
LOW	417-4
0.618	412-3
1.000	409-2
1.618	404-1
2.618	395-7
4.250	382-4

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	421-5	426-0
PP	419-7	422-7
S1	418-2	419-5

Download as Excel Spreadsheet

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

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