CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	384-0	372-4	-11-4	-3.0%	387-0
High	384-2	376-4	-7-6	-2.0%	389-0
Low	374-2	372-0	-2-2	-0.6%	376-0
Close	374-6	375-4	0-6	0.2%	377-4
Range	10-0	4-4	-5-4	-55.0%	13-0
ATR	7-7	7-6	-0-2	-3.1%	0-0
Volume	35,864	42,055	6,191	17.3%	94,281

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	388-1	386-3	378-0
R3	383-5	381-7	376-6
R2	379-1	379-1	376-3
R1	377-3	377-3	375-7	378-2
PP	374-5	374-5	374-5	375-1
S1	372-7	372-7	375-1	373-6
S2	370-1	370-1	374-5
S3	365-5	368-3	374-2
S4	361-1	363-7	373-0

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	419-7	411-5	384-5
R3	406-7	398-5	381-1
R2	393-7	393-7	379-7
R1	385-5	385-5	378-6	383-2
PP	380-7	380-7	380-7	379-5
S1	372-5	372-5	376-2	370-2
S2	367-7	367-7	375-1
S3	354-7	359-5	373-7
S4	341-7	346-5	370-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	388-2	372-0	16-2	4.3%	6-1	1.6%	22%	False	True	27,875
10	389-4	372-0	17-4	4.7%	5-1	1.4%	20%	False	True	23,578
20	442-4	372-0	70-4	18.8%	5-7	1.6%	5%	False	True	25,758
40	443-0	372-0	71-0	18.9%	6-2	1.7%	5%	False	True	18,378
60	443-0	372-0	71-0	18.9%	7-2	1.9%	5%	False	True	17,006

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	True
Bull Hook	False
Stretch	0-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	395-5
2.618	388-2
1.618	383-6
1.000	381-0
0.618	379-2
HIGH	376-4
0.618	374-6
0.500	374-2
0.382	373-6
LOW	372-0
0.618	369-2
1.000	367-4
1.618	364-6
2.618	360-2
4.250	352-7

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	375-1	380-1
PP	374-5	378-5
S1	374-2	377-0

Download as Excel Spreadsheet

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

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