CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	351-0	356-0	5-0	1.4%	357-0
High	351-0	356-0	5-0	1.4%	361-4
Low	351-0	356-0	5-0	1.4%	340-0
Close	350-0	356-2	6-2	1.8%	350-0
Range
ATR	8-3	8-2	-0-1	-2.0%	0-0
Volume	3,587	3,082	-505	-14.1%	10,710

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	356-1	356-1	356-2
R3	356-1	356-1	356-2
R2	356-1	356-1	356-2
R1	356-1	356-1	356-2	356-1
PP	356-1	356-1	356-1	356-0
S1	356-1	356-1	356-2	356-1
S2	356-1	356-1	356-2
S3	356-1	356-1	356-2
S4	356-1	356-1	356-2

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	6.0%	3-3	0.9%	76%	False	False	2,373
10	368-2	340-0	28-2	7.9%	3-4	1.0%	58%	False	False	2,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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

Fibonacci Retracements and Extensions
4.250	356-0
2.618	356-0
1.618	356-0
1.000	356-0
0.618	356-0
HIGH	356-0
0.618	356-0
0.500	356-0
0.382	356-0
LOW	356-0
0.618	356-0
1.000	356-0
1.618	356-0
2.618	356-0
4.250	356-0

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	356-1	356-2
PP	356-1	356-2
S1	356-0	356-2

Download as Excel Spreadsheet

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

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