CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	363-0	389-4	26-4	7.3%	356-0
High	370-4	395-0	24-4	6.6%	370-4
Low	363-0	388-0	25-0	6.9%	348-2
Close	371-6	391-4	19-6	5.3%	371-6
Range	7-4	7-0	-0-4	-6.7%	22-2
ATR	8-0	9-1	1-1	13.5%	0-0
Volume	1,304	1,216	-88	-6.7%	8,183

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	412-4	409-0	395-3
R3	405-4	402-0	393-3
R2	398-4	398-4	392-6
R1	395-0	395-0	392-1	396-6
PP	391-4	391-4	391-4	392-3
S1	388-0	388-0	390-7	389-6
S2	384-4	384-4	390-2
S3	377-4	381-0	389-5
S4	370-4	374-0	387-5

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	395-0	348-2	46-6	11.9%	5-1	1.3%	93%	True	False	1,263
10	395-0	340-0	55-0	14.0%	4-2	1.1%	94%	True	False	1,818
20	395-0	340-0	55-0	14.0%	4-1	1.1%	94%	True	False	2,069

Crabel Price Patterns
NR	True
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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	424-6
2.618	413-3
1.618	406-3
1.000	402-0
0.618	399-3
HIGH	395-0
0.618	392-3
0.500	391-4
0.382	390-5
LOW	388-0
0.618	383-5
1.000	381-0
1.618	376-5
2.618	369-5
4.250	358-2

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	391-4	386-4
PP	391-4	381-4
S1	391-4	376-4

Download as Excel Spreadsheet

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

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