CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 398-0 397-6 -0-2 -0.1% 413-0
High 398-6 409-4 10-6 2.7% 424-4
Low 390-6 397-2 6-4 1.7% 405-0
Close 392-0 408-0 16-0 4.1% 407-0
Range 8-0 12-2 4-2 53.1% 19-4
ATR 12-2 12-5 0-3 3.1% 0-0
Volume 93,718 119,679 25,961 27.7% 283,826
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 441-5 437-1 414-6
R3 429-3 424-7 411-3
R2 417-1 417-1 410-2
R1 412-5 412-5 409-1 414-7
PP 404-7 404-7 404-7 406-0
S1 400-3 400-3 406-7 402-5
S2 392-5 392-5 405-6
S3 380-3 388-1 404-5
S4 368-1 375-7 401-2
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 470-5 458-3 417-6
R3 451-1 438-7 412-3
R2 431-5 431-5 410-5
R1 419-3 419-3 408-6 415-6
PP 412-1 412-1 412-1 410-3
S1 399-7 399-7 405-2 396-2
S2 392-5 392-5 403-3
S3 373-1 380-3 401-5
S4 353-5 360-7 396-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-4 390-6 27-6 6.8% 10-4 2.6% 62% False False 80,747
10 424-4 390-6 33-6 8.3% 9-6 2.4% 51% False False 80,396
20 424-4 377-4 47-0 11.5% 11-3 2.8% 65% False False 67,915
40 424-4 343-4 81-0 19.9% 11-1 2.7% 80% False False 49,182
60 424-4 319-4 105-0 25.7% 10-5 2.6% 84% False False 39,320
80 424-4 319-4 105-0 25.7% 10-1 2.5% 84% False False 33,109
100 424-4 319-4 105-0 25.7% 9-5 2.4% 84% False False 28,662
120 480-0 319-4 160-4 39.3% 9-1 2.2% 55% False False 25,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 461-4
2.618 441-5
1.618 429-3
1.000 421-6
0.618 417-1
HIGH 409-4
0.618 404-7
0.500 403-3
0.382 401-7
LOW 397-2
0.618 389-5
1.000 385-0
1.618 377-3
2.618 365-1
4.250 345-2
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 406-4 406-7
PP 404-7 405-6
S1 403-3 404-5

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

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