CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	358-0	363-0	5-0	1.4%	356-0
High	364-0	370-4	6-4	1.8%	370-4
Low	358-0	363-0	5-0	1.4%	348-2
Close	364-4	371-6	7-2	2.0%	371-6
Range	6-0	7-4	1-4	25.0%	22-2
ATR	8-1	8-0	0-0	-0.5%	0-0
Volume	791	1,304	513	64.9%	8,183

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	390-7	388-7	375-7
R3	383-3	381-3	373-6
R2	375-7	375-7	373-1
R1	373-7	373-7	372-4	374-7
PP	368-3	368-3	368-3	369-0
S1	366-3	366-3	371-0	367-3
S2	360-7	360-7	370-3
S3	353-3	358-7	369-6
S4	345-7	351-3	367-5

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	430-2	423-2	384-0
R3	408-0	401-0	377-7
R2	385-6	385-6	375-7
R1	378-6	378-6	373-6	382-2
PP	363-4	363-4	363-4	365-2
S1	356-4	356-4	369-6	360-0
S2	341-2	341-2	367-5
S3	319-0	334-2	365-5
S4	296-6	312-0	359-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	370-4	348-2	22-2	6.0%	3-6	1.0%	106%	True	False	1,636
10	370-4	340-0	30-4	8.2%	3-6	1.0%	104%	True	False	1,889
20	370-4	340-0	30-4	8.2%	4-1	1.1%	104%	True	False	2,200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	402-3
2.618	390-1
1.618	382-5
1.000	378-0
0.618	375-1
HIGH	370-4
0.618	367-5
0.500	366-6
0.382	365-7
LOW	363-0
0.618	358-3
1.000	355-4
1.618	350-7
2.618	343-3
4.250	331-1

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	370-1	367-5
PP	368-3	363-4
S1	366-6	359-3

Download as Excel Spreadsheet

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

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