CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	446-0	447-4	1-4	0.3%	439-6
High	447-6	452-4	4-6	1.1%	448-4
Low	445-4	444-0	-1-4	-0.3%	428-2
Close	447-2	443-2	-4-0	-0.9%	447-2
Range	2-2	8-4	6-2	277.8%	20-2
ATR
Volume	6,955	4,780	-2,175	-31.3%	37,836

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	472-1	466-1	447-7
R3	463-5	457-5	445-5
R2	455-1	455-1	444-6
R1	449-1	449-1	444-0	447-7
PP	446-5	446-5	446-5	446-0
S1	440-5	440-5	442-4	439-3
S2	438-1	438-1	441-6
S3	429-5	432-1	440-7
S4	421-1	423-5	438-5

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	502-1	494-7	458-3
R3	481-7	474-5	452-7
R2	461-5	461-5	451-0
R1	454-3	454-3	449-1	458-0
PP	441-3	441-3	441-3	443-1
S1	434-1	434-1	445-3	437-6
S2	421-1	421-1	443-4
S3	400-7	413-7	441-5
S4	380-5	393-5	436-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	452-4	428-2	24-2	5.5%	6-1	1.4%	62%	True	False	6,936
10	453-0	421-0	32-0	7.2%	7-1	1.6%	70%	False	False	6,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	488-5
2.618	474-6
1.618	466-2
1.000	461-0
0.618	457-6
HIGH	452-4
0.618	449-2
0.500	448-2
0.382	447-2
LOW	444-0
0.618	438-6
1.000	435-4
1.618	430-2
2.618	421-6
4.250	407-7

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	448-2	444-0
PP	446-5	443-6
S1	444-7	443-4

Download as Excel Spreadsheet

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

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