CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	387-0	373-2	-13-6	-3.6%	356-0
High	387-0	374-0	-13-0	-3.4%	370-4
Low	375-2	363-4	-11-6	-3.1%	348-2
Close	380-0	363-2	-16-6	-4.4%	371-6
Range	11-6	10-4	-1-2	-10.6%	22-2
ATR	9-2	9-6	0-4	5.7%	0-0
Volume	1,221	1,498	277	22.7%	8,183

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	398-3	391-3	369-0
R3	387-7	380-7	366-1
R2	377-3	377-3	365-1
R1	370-3	370-3	364-2	368-5
PP	366-7	366-7	366-7	366-0
S1	359-7	359-7	362-2	358-1
S2	356-3	356-3	361-3
S3	345-7	349-3	360-3
S4	335-3	338-7	357-4

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	363-0	32-0	8.8%	8-4	2.3%	1%	False	False	1,731
10	395-0	348-2	46-6	12.9%	5-3	1.5%	32%	False	False	1,912
20	395-0	340-0	55-0	15.1%	4-7	1.4%	42%	False	False	1,811

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	418-5
2.618	401-4
1.618	391-0
1.000	384-4
0.618	380-4
HIGH	374-0
0.618	370-0
0.500	368-6
0.382	367-4
LOW	363-4
0.618	357-0
1.000	353-0
1.618	346-4
2.618	336-0
4.250	318-7

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	368-6	378-6
PP	366-7	373-5
S1	365-1	368-3

Download as Excel Spreadsheet

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

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