CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 423-4 426-4 3-0 0.7% 433-0
High 432-0 427-0 -5-0 -1.2% 441-0
Low 423-4 424-4 1-0 0.2% 423-4
Close 428-6 425-4 -3-2 -0.8% 425-4
Range 8-4 2-4 -6-0 -70.6% 17-4
ATR 10-6 10-2 -0-4 -4.3% 0-0
Volume 17,128 14,291 -2,837 -16.6% 60,156
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 433-1 431-7 426-7
R3 430-5 429-3 426-2
R2 428-1 428-1 426-0
R1 426-7 426-7 425-6 426-2
PP 425-5 425-5 425-5 425-3
S1 424-3 424-3 425-2 423-6
S2 423-1 423-1 425-0
S3 420-5 421-7 424-6
S4 418-1 419-3 424-1
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 482-4 471-4 435-1
R3 465-0 454-0 430-2
R2 447-4 447-4 428-6
R1 436-4 436-4 427-1 433-2
PP 430-0 430-0 430-0 428-3
S1 419-0 419-0 423-7 415-6
S2 412-4 412-4 422-2
S3 395-0 401-4 420-6
S4 377-4 384-0 415-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441-0 423-4 17-4 4.1% 6-6 1.6% 11% False False 12,031
10 441-0 402-2 38-6 9.1% 8-5 2.0% 60% False False 14,939
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 437-5
2.618 433-4
1.618 431-0
1.000 429-4
0.618 428-4
HIGH 427-0
0.618 426-0
0.500 425-6
0.382 425-4
LOW 424-4
0.618 423-0
1.000 422-0
1.618 420-4
2.618 418-0
4.250 413-7
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 425-6 432-2
PP 425-5 430-0
S1 425-5 427-6

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

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