CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	344-4	353-4	9-0	2.6%	358-4
High	344-4	361-4	17-0	4.9%	368-2
Low	340-0	351-0	11-0	3.2%	349-4
Close	342-4	361-4	19-0	5.5%	354-6
Range	4-4	10-4	6-0	133.3%	18-6
ATR	7-3	8-2	0-7	11.1%	0-0
Volume	1,125	2,853	1,728	153.6%	7,965

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	389-4	386-0	367-2
R3	379-0	375-4	364-3
R2	368-4	368-4	363-3
R1	365-0	365-0	362-4	366-6
PP	358-0	358-0	358-0	358-7
S1	354-4	354-4	360-4	356-2
S2	347-4	347-4	359-5
S3	337-0	344-0	358-5
S4	326-4	333-4	355-6

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	361-4	340-0	21-4	5.9%	4-7	1.3%	100%	True	False	1,964
10	368-2	340-0	28-2	7.8%	4-4	1.2%	76%	False	False	1,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	406-1
2.618	389-0
1.618	378-4
1.000	372-0
0.618	368-0
HIGH	361-4
0.618	357-4
0.500	356-2
0.382	355-0
LOW	351-0
0.618	344-4
1.000	340-4
1.618	334-0
2.618	323-4
4.250	306-3

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	359-6	357-7
PP	358-0	354-3
S1	356-2	350-6

Download as Excel Spreadsheet

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

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