CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 420-4 406-0 -14-4 -3.4% 386-4
High 424-4 416-0 -8-4 -2.0% 417-4
Low 413-0 406-0 -7-0 -1.7% 384-0
Close 413-6 410-6 -3-0 -0.7% 405-6
Range 11-4 10-0 -1-4 -13.0% 33-4
ATR 12-3 12-2 -0-1 -1.4% 0-0
Volume 57,818 78,408 20,590 35.6% 485,241
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 440-7 435-7 416-2
R3 430-7 425-7 413-4
R2 420-7 420-7 412-5
R1 415-7 415-7 411-5 418-3
PP 410-7 410-7 410-7 412-2
S1 405-7 405-7 409-7 408-3
S2 400-7 400-7 408-7
S3 390-7 395-7 408-0
S4 380-7 385-7 405-2
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
5 424-4 401-0 23-4 5.7% 8-4 2.1% 41% False False 64,233
10 424-4 380-0 44-4 10.8% 10-5 2.6% 69% False False 76,676
20 424-4 377-4 47-0 11.4% 12-0 2.9% 71% False False 59,053
40 424-4 342-2 82-2 20.0% 11-0 2.7% 83% False False 43,399
60 424-4 319-4 105-0 25.6% 10-4 2.5% 87% False False 35,146
80 424-4 319-4 105-0 25.6% 10-0 2.4% 87% False False 29,463
100 424-4 319-4 105-0 25.6% 9-4 2.3% 87% False False 26,125
120 481-4 319-4 162-0 39.4% 9-1 2.2% 56% False False 22,908
Crabel Price Patterns
NR True
NR4 False
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 458-4
2.618 442-1
1.618 432-1
1.000 426-0
0.618 422-1
HIGH 416-0
0.618 412-1
0.500 411-0
0.382 409-7
LOW 406-0
0.618 399-7
1.000 396-0
1.618 389-7
2.618 379-7
4.250 363-4
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 411-0 415-2
PP 410-7 413-6
S1 410-7 412-2

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

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