CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	345-0	345-4	0-4	0.1%	351-2
High	345-0	351-0	6-0	1.7%	359-2
Low	342-6	343-0	0-2	0.1%	350-0
Close	345-6	350-4	4-6	1.4%	350-6
Range	2-2	8-0	5-6	255.6%	9-2
ATR	7-7	7-7	0-0	0.1%	0-0
Volume	2,415	1,770	-645	-26.7%	14,121

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	372-1	369-3	354-7
R3	364-1	361-3	352-6
R2	356-1	356-1	352-0
R1	353-3	353-3	351-2	354-6
PP	348-1	348-1	348-1	348-7
S1	345-3	345-3	349-6	346-6
S2	340-1	340-1	349-0
S3	332-1	337-3	348-2
S4	324-1	329-3	346-1

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	381-1	375-1	355-7
R3	371-7	365-7	353-2
R2	362-5	362-5	352-4
R1	356-5	356-5	351-5	355-0
PP	353-3	353-3	353-3	352-4
S1	347-3	347-3	349-7	345-6
S2	344-1	344-1	349-0
S3	334-7	338-1	348-2
S4	325-5	328-7	345-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	355-4	336-0	19-4	5.6%	3-6	1.1%	74%	False	False	2,314
10	374-0	336-0	38-0	10.8%	3-5	1.0%	38%	False	False	2,409
20	395-0	336-0	59-0	16.8%	4-4	1.3%	25%	False	False	2,228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	385-0
2.618	372-0
1.618	364-0
1.000	359-0
0.618	356-0
HIGH	351-0
0.618	348-0
0.500	347-0
0.382	346-0
LOW	343-0
0.618	338-0
1.000	335-0
1.618	330-0
2.618	322-0
4.250	309-0

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	349-3	348-1
PP	348-1	345-7
S1	347-0	343-4

Download as Excel Spreadsheet

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

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