CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	351-0	353-4	2-4	0.7%	358-4
High	351-0	355-0	4-0	1.1%	368-2
Low	350-0	349-4	-0-4	-0.1%	349-4
Close	348-6	354-6	6-0	1.7%	354-6
Range	1-0	5-4	4-4	450.0%	18-6
ATR
Volume	1,160	2,700	1,540	132.8%	7,965

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	369-5	367-5	357-6
R3	364-1	362-1	356-2
R2	358-5	358-5	355-6
R1	356-5	356-5	355-2	357-5
PP	353-1	353-1	353-1	353-4
S1	351-1	351-1	354-2	352-1
S2	347-5	347-5	353-6
S3	342-1	345-5	353-2
S4	336-5	340-1	351-6

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	413-6	403-0	365-0
R3	395-0	384-2	359-7
R2	376-2	376-2	358-2
R1	365-4	365-4	356-4	361-4
PP	357-4	357-4	357-4	355-4
S1	346-6	346-6	353-0	342-6
S2	338-6	338-6	351-2
S3	320-0	328-0	349-5
S4	301-2	309-2	344-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	368-2	349-4	18-6	5.3%	3-6	1.0%	28%	False	True	1,593
10	370-4	349-4	21-0	5.9%	4-3	1.2%	25%	False	True	2,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	378-3
2.618	369-3
1.618	363-7
1.000	360-4
0.618	358-3
HIGH	355-0
0.618	352-7
0.500	352-2
0.382	351-5
LOW	349-4
0.618	346-1
1.000	344-0
1.618	340-5
2.618	335-1
4.250	326-1

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	353-7	358-7
PP	353-1	357-4
S1	352-2	356-1

Download as Excel Spreadsheet

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

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