CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 440-6 434-4 -6-2 -1.4% 427-4
High 445-0 434-4 -10-4 -2.4% 439-0
Low 437-4 430-4 -7-0 -1.6% 417-4
Close 438-4 431-4 -7-0 -1.6% 439-2
Range 7-4 4-0 -3-4 -46.7% 21-4
ATR 8-6 8-6 0-0 -0.6% 0-0
Volume 2,842 2,324 -518 -18.2% 10,129
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 444-1 441-7 433-6
R3 440-1 437-7 432-5
R2 436-1 436-1 432-2
R1 433-7 433-7 431-7 433-0
PP 432-1 432-1 432-1 431-6
S1 429-7 429-7 431-1 429-0
S2 428-1 428-1 430-6
S3 424-1 425-7 430-3
S4 420-1 421-7 429-2
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 496-3 489-3 451-1
R3 474-7 467-7 445-1
R2 453-3 453-3 443-2
R1 446-3 446-3 441-2 449-7
PP 431-7 431-7 431-7 433-6
S1 424-7 424-7 437-2 428-3
S2 410-3 410-3 435-2
S3 388-7 403-3 433-3
S4 367-3 381-7 427-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 445-0 425-4 19-4 4.5% 8-5 2.0% 31% False False 1,915
10 445-0 417-4 27-4 6.4% 6-5 1.5% 51% False False 2,376
20 445-0 407-6 37-2 8.6% 6-4 1.5% 64% False False 2,253
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 451-4
2.618 445-0
1.618 441-0
1.000 438-4
0.618 437-0
HIGH 434-4
0.618 433-0
0.500 432-4
0.382 432-0
LOW 430-4
0.618 428-0
1.000 426-4
1.618 424-0
2.618 420-0
4.250 413-4
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 432-4 437-6
PP 432-1 435-5
S1 431-7 433-5

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

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