CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	348-0	339-4	-8-4	-2.4%	353-4
High	348-0	341-4	-6-4	-1.9%	358-2
Low	341-0	339-0	-2-0	-0.6%	345-4
Close	341-4	341-4	0-0	0.0%	351-4
Range	7-0	2-4	-4-4	-64.3%	12-6
ATR	6-7	6-5	-0-3	-4.6%	0-0
Volume	6,715	4,611	-2,104	-31.3%	11,976

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	348-1	347-3	342-7
R3	345-5	344-7	342-2
R2	343-1	343-1	342-0
R1	342-3	342-3	341-6	342-6
PP	340-5	340-5	340-5	340-7
S1	339-7	339-7	341-2	340-2
S2	338-1	338-1	341-0
S3	335-5	337-3	340-6
S4	333-1	334-7	340-1

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	353-6	339-0	14-6	4.3%	3-6	1.1%	17%	False	True	3,802
10	358-2	339-0	19-2	5.6%	4-6	1.4%	13%	False	True	2,887
20	374-0	336-0	38-0	11.1%	4-1	1.2%	14%	False	False	2,648
40	395-0	336-0	59-0	17.3%	4-2	1.3%	9%	False	False	2,278

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	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	352-1
2.618	348-0
1.618	345-4
1.000	344-0
0.618	343-0
HIGH	341-4
0.618	340-4
0.500	340-2
0.382	340-0
LOW	339-0
0.618	337-4
1.000	336-4
1.618	335-0
2.618	332-4
4.250	328-3

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	341-1	345-1
PP	340-5	343-7
S1	340-2	342-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols