CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 353-4 351-2 -2-2 -0.6% 353-4
High 353-6 351-2 -2-4 -0.7% 358-2
Low 349-0 351-2 2-2 0.6% 345-4
Close 351-4 351-2 -0-2 -0.1% 351-4
Range 4-6 0-0 -4-6 -100.0% 12-6
ATR 7-1 6-5 -0-4 -6.9% 0-0
Volume 1,832 2,837 1,005 54.9% 11,976
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 351-2 351-2 351-2
R3 351-2 351-2 351-2
R2 351-2 351-2 351-2
R1 351-2 351-2 351-2 351-2
PP 351-2 351-2 351-2 351-2
S1 351-2 351-2 351-2 351-2
S2 351-2 351-2 351-2
S3 351-2 351-2 351-2
S4 351-2 351-2 351-2
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 390-0 383-4 358-4
R3 377-2 370-6 355-0
R2 364-4 364-4 353-7
R1 358-0 358-0 352-5 354-7
PP 351-6 351-6 351-6 350-2
S1 345-2 345-2 350-3 342-1
S2 339-0 339-0 349-1
S3 326-2 332-4 348-0
S4 313-4 319-6 344-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-2 345-4 12-6 3.6% 4-2 1.2% 45% False False 2,246
10 358-2 342-6 15-4 4.4% 4-6 1.4% 55% False False 2,173
20 394-0 336-0 58-0 16.5% 4-4 1.3% 26% False False 2,314
40 395-0 336-0 59-0 16.8% 4-3 1.2% 26% False False 2,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 351-2
2.618 351-2
1.618 351-2
1.000 351-2
0.618 351-2
HIGH 351-2
0.618 351-2
0.500 351-2
0.382 351-2
LOW 351-2
0.618 351-2
1.000 351-2
1.618 351-2
2.618 351-2
4.250 351-2
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 351-2 350-6
PP 351-2 350-1
S1 351-2 349-5

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

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