CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	638-0	627-0	-11-0	-1.7%	622-0
High	638-4	627-4	-11-0	-1.7%	642-0
Low	627-0	601-4	-25-4	-4.1%	601-4
Close	627-4	605-0	-22-4	-3.6%	605-0
Range	11-4	26-0	14-4	126.1%	40-4
ATR	21-7	22-1	0-2	1.4%	0-0
Volume	9,993	13,961	3,968	39.7%	61,795

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	689-3	673-1	619-2
R3	663-3	647-1	612-1
R2	637-3	637-3	609-6
R1	621-1	621-1	607-3	616-2
PP	611-3	611-3	611-3	608-7
S1	595-1	595-1	602-5	590-2
S2	585-3	585-3	600-2
S3	559-3	569-1	597-7
S4	533-3	543-1	590-6

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	737-5	711-7	627-2
R3	697-1	671-3	616-1
R2	656-5	656-5	612-3
R1	630-7	630-7	608-6	623-4
PP	616-1	616-1	616-1	612-4
S1	590-3	590-3	601-2	583-0
S2	575-5	575-5	597-5
S3	535-1	549-7	593-7
S4	494-5	509-3	582-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	642-0	601-4	40-4	6.7%	17-4	2.9%	9%	False	True	12,359
10	643-0	583-0	60-0	9.9%	19-5	3.2%	37%	False	False	14,272
20	764-0	583-0	181-0	29.9%	18-4	3.1%	12%	False	False	13,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	738-0
2.618	695-5
1.618	669-5
1.000	653-4
0.618	643-5
HIGH	627-4
0.618	617-5
0.500	614-4
0.382	611-3
LOW	601-4
0.618	585-3
1.000	575-4
1.618	559-3
2.618	533-3
4.250	491-0

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	614-4	621-6
PP	611-3	616-1
S1	608-1	610-5

Download as Excel Spreadsheet

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

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