CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	353-4	351-0	-2-4	-0.7%	357-0
High	361-4	351-0	-10-4	-2.9%	361-4
Low	351-0	351-0	0-0	0.0%	340-0
Close	361-4	350-0	-11-4	-3.2%	350-0
Range	10-4	0-0	-10-4	-100.0%	21-4
ATR	8-2	8-3	0-1	1.9%	0-0
Volume	2,853	3,587	734	25.7%	10,710

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	350-5	350-3	350-0
R3	350-5	350-3	350-0
R2	350-5	350-5	350-0
R1	350-3	350-3	350-0	350-4
PP	350-5	350-5	350-5	350-6
S1	350-3	350-3	350-0	350-4
S2	350-5	350-5	350-0
S3	350-5	350-3	350-0
S4	350-5	350-3	350-0

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-0	404-0	361-7
R3	393-4	382-4	355-7
R2	372-0	372-0	354-0
R1	361-0	361-0	352-0	355-6
PP	350-4	350-4	350-4	347-7
S1	339-4	339-4	348-0	334-2
S2	329-0	329-0	346-0
S3	307-4	318-0	344-1
S4	286-0	296-4	338-1

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	6.1%	3-6	1.1%	47%	False	False	2,142
10	368-2	340-0	28-2	8.1%	3-6	1.1%	35%	False	False	1,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	351-0
2.618	351-0
1.618	351-0
1.000	351-0
0.618	351-0
HIGH	351-0
0.618	351-0
0.500	351-0
0.382	351-0
LOW	351-0
0.618	351-0
1.000	351-0
1.618	351-0
2.618	351-0
4.250	351-0

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	351-0	350-6
PP	350-5	350-4
S1	350-3	350-2

Download as Excel Spreadsheet

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

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