CME Pit-Traded Corn Future May 2009

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	632-0	610-0	-22-0	-3.5%	630-6
High	632-0	610-2	-21-6	-3.4%	653-0
Low	617-0	588-0	-29-0	-4.7%	617-0
Close	618-0	588-0	-30-0	-4.9%	618-0
Range	15-0	22-2	7-2	48.3%	36-0
ATR	18-7	19-6	0-6	4.2%	0-0
Volume	6,871	2,058	-4,813	-70.0%	20,890

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	662-1	647-3	600-2
R3	639-7	625-1	594-1
R2	617-5	617-5	592-1
R1	602-7	602-7	590-0	599-1
PP	595-3	595-3	595-3	593-4
S1	580-5	580-5	586-0	576-7
S2	573-1	573-1	583-7
S3	550-7	558-3	581-7
S4	528-5	536-1	575-6

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	737-3	713-5	637-6
R3	701-3	677-5	627-7
R2	665-3	665-3	624-5
R1	641-5	641-5	621-2	635-4
PP	629-3	629-3	629-3	626-2
S1	605-5	605-5	614-6	599-4
S2	593-3	593-3	611-3
S3	557-3	569-5	608-1
S4	521-3	533-5	598-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	653-0	588-0	65-0	11.1%	16-1	2.7%	0%	False	True	4,138
10	653-0	588-0	65-0	11.1%	15-1	2.6%	0%	False	True	3,784
20	751-0	588-0	163-0	27.7%	14-4	2.5%	0%	False	True	3,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	704-6
2.618	668-4
1.618	646-2
1.000	632-4
0.618	624-0
HIGH	610-2
0.618	601-6
0.500	599-1
0.382	596-4
LOW	588-0
0.618	574-2
1.000	565-6
1.618	552-0
2.618	529-6
4.250	493-4

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	599-1	619-2
PP	595-3	608-7
S1	591-6	598-3

Download as Excel Spreadsheet

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

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