CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	339-4	341-0	1-4	0.4%	353-4
High	341-4	341-0	-0-4	-0.1%	358-2
Low	339-0	335-0	-4-0	-1.2%	345-4
Close	341-4	338-2	-3-2	-1.0%	351-4
Range	2-4	6-0	3-4	140.0%	12-6
ATR	6-5	6-5	0-0	-0.1%	0-0
Volume	4,611	2,097	-2,514	-54.5%	11,976

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	356-1	353-1	341-4
R3	350-1	347-1	339-7
R2	344-1	344-1	339-3
R1	341-1	341-1	338-6	339-5
PP	338-1	338-1	338-1	337-2
S1	335-1	335-1	337-6	333-5
S2	332-1	332-1	337-1
S3	326-1	329-1	336-5
S4	320-1	323-1	335-0

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	335-0	18-6	5.5%	4-0	1.2%	17%	False	True	3,618
10	358-2	335-0	23-2	6.9%	5-0	1.5%	14%	False	True	2,958
20	361-2	335-0	26-2	7.8%	3-7	1.2%	12%	False	True	2,678
40	395-0	335-0	60-0	17.7%	4-3	1.3%	5%	False	True	2,244

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	0-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	366-4
2.618	356-6
1.618	350-6
1.000	347-0
0.618	344-6
HIGH	341-0
0.618	338-6
0.500	338-0
0.382	337-2
LOW	335-0
0.618	331-2
1.000	329-0
1.618	325-2
2.618	319-2
4.250	309-4

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	338-1	341-4
PP	338-1	340-3
S1	338-0	339-3

Download as Excel Spreadsheet

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

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