CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	354-4	353-4	-1-0	-0.3%	341-0
High	354-4	357-2	2-6	0.8%	354-4
Low	345-0	353-4	8-4	2.5%	336-0
Close	349-0	358-4	9-4	2.7%	349-0
Range	9-4	3-6	-5-6	-60.5%	18-4
ATR	7-6	7-6	0-0	0.5%	0-0
Volume	1,350	3,581	2,231	165.3%	9,300

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	367-5	366-7	360-4
R3	363-7	363-1	359-4
R2	360-1	360-1	359-2
R1	359-3	359-3	358-7	359-6
PP	356-3	356-3	356-3	356-5
S1	355-5	355-5	358-1	356-0
S2	352-5	352-5	357-6
S3	348-7	351-7	357-4
S4	345-1	348-1	356-4

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	402-0	394-0	359-1
R3	383-4	375-4	354-1
R2	365-0	365-0	352-3
R1	357-0	357-0	350-6	361-0
PP	346-4	346-4	346-4	348-4
S1	338-4	338-4	347-2	342-4
S2	328-0	328-0	345-5
S3	309-4	320-0	343-7
S4	291-0	301-4	338-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	357-2	342-6	14-4	4.0%	5-2	1.5%	109%	True	False	2,101
10	359-2	336-0	23-2	6.5%	3-4	1.0%	97%	False	False	2,485
20	395-0	336-0	59-0	16.5%	4-6	1.3%	38%	False	False	2,068

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	373-2
2.618	367-1
1.618	363-3
1.000	361-0
0.618	359-5
HIGH	357-2
0.618	355-7
0.500	355-3
0.382	354-7
LOW	353-4
0.618	351-1
1.000	349-6
1.618	347-3
2.618	343-5
4.250	337-4

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	357-4	356-0
PP	356-3	353-5
S1	355-3	351-1

Download as Excel Spreadsheet

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

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