CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	610-0	627-0	17-0	2.8%	642-0
High	636-0	642-0	6-0	0.9%	643-0
Low	610-0	627-0	17-0	2.8%	583-0
Close	633-4	641-2	7-6	1.2%	616-0
Range	26-0	15-0	-11-0	-42.3%	60-0
ATR	23-0	22-3	-0-5	-2.5%	0-0
Volume	8,921	19,190	10,269	115.1%	80,927

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	681-6	676-4	649-4
R3	666-6	661-4	645-3
R2	651-6	651-6	644-0
R1	646-4	646-4	642-5	649-1
PP	636-6	636-6	636-6	638-0
S1	631-4	631-4	639-7	634-1
S2	621-6	621-6	638-4
S3	606-6	616-4	637-1
S4	591-6	601-4	633-0

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	794-0	765-0	649-0
R3	734-0	705-0	632-4
R2	674-0	674-0	627-0
R1	645-0	645-0	621-4	629-4
PP	614-0	614-0	614-0	606-2
S1	585-0	585-0	610-4	569-4
S2	554-0	554-0	605-0
S3	494-0	525-0	599-4
S4	434-0	465-0	583-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	642-0	601-0	41-0	6.4%	16-2	2.5%	98%	True	False	13,146
10	697-0	583-0	114-0	17.8%	21-3	3.3%	51%	False	False	14,421
20	799-0	583-0	216-0	33.7%	19-1	3.0%	27%	False	False	13,108

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	2-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	705-6
2.618	681-2
1.618	666-2
1.000	657-0
0.618	651-2
HIGH	642-0
0.618	636-2
0.500	634-4
0.382	632-6
LOW	627-0
0.618	617-6
1.000	612-0
1.618	602-6
2.618	587-6
4.250	563-2

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	639-0	636-1
PP	636-6	631-1
S1	634-4	626-0

Download as Excel Spreadsheet

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

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