CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 412-4 420-4 8-0 1.9% 386-4
High 419-4 424-4 5-0 1.2% 417-4
Low 412-0 413-0 1-0 0.2% 384-0
Close 417-4 413-6 -3-6 -0.9% 405-6
Range 7-4 11-4 4-0 53.3% 33-4
ATR 12-4 12-3 -0-1 -0.6% 0-0
Volume 56,472 57,818 1,346 2.4% 485,241
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 451-5 444-1 420-1
R3 440-1 432-5 416-7
R2 428-5 428-5 415-7
R1 421-1 421-1 414-6 419-1
PP 417-1 417-1 417-1 416-0
S1 409-5 409-5 412-6 407-5
S2 405-5 405-5 411-5
S3 394-1 398-1 410-5
S4 382-5 386-5 407-3
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 502-7 487-7 424-1
R3 469-3 454-3 415-0
R2 435-7 435-7 411-7
R1 420-7 420-7 408-7 428-3
PP 402-3 402-3 402-3 406-2
S1 387-3 387-3 402-5 394-7
S2 368-7 368-7 399-5
S3 335-3 353-7 396-4
S4 301-7 320-3 387-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-4 399-4 25-0 6.0% 8-7 2.2% 57% True False 80,045
10 424-4 380-0 44-4 10.8% 10-4 2.5% 76% True False 72,282
20 424-4 377-4 47-0 11.4% 11-7 2.9% 77% True False 57,723
40 424-4 335-4 89-0 21.5% 11-1 2.7% 88% True False 41,901
60 424-4 319-4 105-0 25.4% 10-3 2.5% 90% True False 34,035
80 424-4 319-4 105-0 25.4% 10-0 2.4% 90% True False 28,690
100 424-4 319-4 105-0 25.4% 9-3 2.3% 90% True False 25,404
120 483-4 319-4 164-0 39.6% 9-1 2.2% 57% False False 22,308
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 473-3
2.618 454-5
1.618 443-1
1.000 436-0
0.618 431-5
HIGH 424-4
0.618 420-1
0.500 418-6
0.382 417-3
LOW 413-0
0.618 405-7
1.000 401-4
1.618 394-3
2.618 382-7
4.250 364-1
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 418-6 418-1
PP 417-1 416-5
S1 415-3 415-2

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

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