CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	345-4	346-4	1-0	0.3%	351-2
High	351-0	349-0	-2-0	-0.6%	359-2
Low	343-0	346-0	3-0	0.9%	350-0
Close	350-4	346-6	-3-6	-1.1%	350-6
Range	8-0	3-0	-5-0	-62.5%	9-2
ATR	7-7	7-5	-0-2	-3.0%	0-0
Volume	1,770	1,390	-380	-21.5%	14,121

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	356-2	354-4	348-3
R3	353-2	351-4	347-5
R2	350-2	350-2	347-2
R1	348-4	348-4	347-0	349-3
PP	347-2	347-2	347-2	347-6
S1	345-4	345-4	346-4	346-3
S2	344-2	344-2	346-2
S3	341-2	342-4	345-7
S4	338-2	339-4	345-1

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	351-0	336-0	15-0	4.3%	4-3	1.3%	72%	False	False	2,037
10	361-2	336-0	25-2	7.3%	2-7	0.8%	43%	False	False	2,398
20	395-0	336-0	59-0	17.0%	4-1	1.2%	18%	False	False	2,155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	361-6
2.618	356-7
1.618	353-7
1.000	352-0
0.618	350-7
HIGH	349-0
0.618	347-7
0.500	347-4
0.382	347-1
LOW	346-0
0.618	344-1
1.000	343-0
1.618	341-1
2.618	338-1
4.250	333-2

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	347-4	346-7
PP	347-2	346-7
S1	347-0	346-6

Download as Excel Spreadsheet

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

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