CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	391-0	387-0	-4-0	-1.0%	356-0
High	394-0	387-0	-7-0	-1.8%	370-4
Low	388-2	375-2	-13-0	-3.3%	348-2
Close	388-4	380-0	-8-4	-2.2%	371-6
Range	5-6	11-6	6-0	104.3%	22-2
ATR	8-7	9-2	0-2	3.5%	0-0
Volume	3,416	1,221	-2,195	-64.3%	8,183

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	416-0	409-6	386-4
R3	404-2	398-0	383-2
R2	392-4	392-4	382-1
R1	386-2	386-2	381-1	383-4
PP	380-6	380-6	380-6	379-3
S1	374-4	374-4	378-7	371-6
S2	369-0	369-0	377-7
S3	357-2	362-6	376-6
S4	345-4	351-0	373-4

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	358-0	37-0	9.7%	7-5	2.0%	59%	False	False	1,589
10	395-0	348-2	46-6	12.3%	5-3	1.4%	68%	False	False	2,047
20	395-0	340-0	55-0	14.5%	4-3	1.2%	73%	False	False	1,908

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	0-6
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	437-0
2.618	417-6
1.618	406-0
1.000	398-6
0.618	394-2
HIGH	387-0
0.618	382-4
0.500	381-1
0.382	379-6
LOW	375-2
0.618	368-0
1.000	363-4
1.618	356-2
2.618	344-4
4.250	325-2

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	381-1	385-1
PP	380-6	383-3
S1	380-3	381-6

Download as Excel Spreadsheet

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

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