CME Pit-Traded Corn Future March 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 411-2 405-0 -6-2 -1.5% 413-4
High 412-4 407-2 -5-2 -1.3% 418-4
Low 404-4 400-4 -4-0 -1.0% 390-6
Close 406-4 400-6 -5-6 -1.4% 413-4
Range 8-0 6-6 -1-2 -15.6% 27-6
ATR 12-3 12-0 -0-3 -3.2% 0-0
Volume 129,414 108,659 -20,755 -16.0% 401,229
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 423-1 418-5 404-4
R3 416-3 411-7 402-5
R2 409-5 409-5 402-0
R1 405-1 405-1 401-3 404-0
PP 402-7 402-7 402-7 402-2
S1 398-3 398-3 400-1 397-2
S2 396-1 396-1 399-4
S3 389-3 391-5 398-7
S4 382-5 384-7 397-0
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 490-7 479-7 428-6
R3 463-1 452-1 421-1
R2 435-3 435-3 418-5
R1 424-3 424-3 416-0 427-3
PP 407-5 407-5 407-5 409-0
S1 396-5 396-5 411-0 399-5
S2 379-7 379-7 408-3
S3 352-1 368-7 405-7
S4 324-3 341-1 398-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 399-0 22-0 5.5% 10-4 2.6% 8% False False 133,514
10 421-0 390-6 30-2 7.5% 10-4 2.6% 33% False False 107,130
20 424-4 380-0 44-4 11.1% 10-4 2.6% 47% False False 89,706
40 424-4 372-0 52-4 13.1% 11-0 2.8% 55% False False 62,473
60 424-4 322-6 101-6 25.4% 11-0 2.8% 77% False False 48,790
80 424-4 319-4 105-0 26.2% 10-1 2.5% 77% False False 40,536
100 424-4 319-4 105-0 26.2% 9-7 2.5% 77% False False 34,802
120 443-0 319-4 123-4 30.8% 9-2 2.3% 66% False False 30,752
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 2-0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 436-0
2.618 424-7
1.618 418-1
1.000 414-0
0.618 411-3
HIGH 407-2
0.618 404-5
0.500 403-7
0.382 403-1
LOW 400-4
0.618 396-3
1.000 393-6
1.618 389-5
2.618 382-7
4.250 371-6
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 403-7 410-6
PP 402-7 407-3
S1 401-6 404-1

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

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