CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	332-0	338-6	6-6	2.0%	329-6
High	339-4	339-4	0-0	0.0%	339-4
Low	332-0	333-0	1-0	0.3%	328-4
Close	338-0	342-4	4-4	1.3%	342-4
Range	7-4	6-4	-1-0	-13.3%	11-0
ATR	6-3	6-3	0-0	0.2%	0-0
Volume	2,645	5,141	2,496	94.4%	17,656

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	357-7	356-5	346-1
R3	351-3	350-1	344-2
R2	344-7	344-7	343-6
R1	343-5	343-5	343-1	344-2
PP	338-3	338-3	338-3	338-5
S1	337-1	337-1	341-7	337-6
S2	331-7	331-7	341-2
S3	325-3	330-5	340-6
S4	318-7	324-1	338-7

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	369-7	367-1	348-4
R3	358-7	356-1	345-4
R2	347-7	347-7	344-4
R1	345-1	345-1	343-4	346-4
PP	336-7	336-7	336-7	337-4
S1	334-1	334-1	341-4	335-4
S2	325-7	325-7	340-4
S3	314-7	323-1	339-4
S4	303-7	312-1	336-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339-4	328-4	11-0	3.2%	4-0	1.2%	127%	True	False	4,020
10	353-6	328-4	25-2	7.4%	4-0	1.2%	55%	False	False	3,819
20	358-2	328-4	29-6	8.7%	4-5	1.3%	47%	False	False	2,993
40	395-0	328-4	66-4	19.4%	4-3	1.3%	21%	False	False	2,565

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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	367-1
2.618	356-4
1.618	350-0
1.000	346-0
0.618	343-4
HIGH	339-4
0.618	337-0
0.500	336-2
0.382	335-4
LOW	333-0
0.618	329-0
1.000	326-4
1.618	322-4
2.618	316-0
4.250	305-3

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	340-3	339-5
PP	338-3	336-7
S1	336-2	334-0

Download as Excel Spreadsheet

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

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