CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	346-4	354-4	8-0	2.3%	341-0
High	349-0	354-4	5-4	1.6%	354-4
Low	346-0	345-0	-1-0	-0.3%	336-0
Close	346-6	349-0	2-2	0.6%	349-0
Range	3-0	9-4	6-4	216.7%	18-4
ATR	7-5	7-6	0-1	1.8%	0-0
Volume	1,390	1,350	-40	-2.9%	9,300

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	378-0	373-0	354-2
R3	368-4	363-4	351-5
R2	359-0	359-0	350-6
R1	354-0	354-0	349-7	351-6
PP	349-4	349-4	349-4	348-3
S1	344-4	344-4	348-1	342-2
S2	340-0	340-0	347-2
S3	330-4	335-0	346-3
S4	321-0	325-4	343-6

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	402-0	394-0	359-1
R3	383-4	375-4	354-1
R2	365-0	365-0	352-3
R1	357-0	357-0	350-6	361-0
PP	346-4	346-4	346-4	348-4
S1	338-4	338-4	347-2	342-4
S2	328-0	328-0	345-5
S3	309-4	320-0	343-7
S4	291-0	301-4	338-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	354-4	336-0	18-4	5.3%	6-2	1.8%	70%	True	False	1,860
10	359-2	336-0	23-2	6.7%	3-3	1.0%	56%	False	False	2,342
20	395-0	336-0	59-0	16.9%	4-5	1.3%	22%	False	False	2,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	394-7
2.618	379-3
1.618	369-7
1.000	364-0
0.618	360-3
HIGH	354-4
0.618	350-7
0.500	349-6
0.382	348-5
LOW	345-0
0.618	339-1
1.000	335-4
1.618	329-5
2.618	320-1
4.250	304-5

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	349-6	348-7
PP	349-4	348-7
S1	349-2	348-6

Download as Excel Spreadsheet

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

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