CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	443-2	455-2	12-0	2.7%	447-4
High	455-4	455-6	0-2	0.1%	455-4
Low	443-2	452-4	9-2	2.1%	443-2
Close	455-2	453-0	-2-2	-0.5%	455-2
Range	12-2	3-2	-9-0	-73.5%	12-2
ATR	9-2	8-6	-0-3	-4.6%	0-0
Volume	5,191	6,532	1,341	25.8%	24,614

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	463-4	461-4	454-6
R3	460-2	458-2	453-7
R2	457-0	457-0	453-5
R1	455-0	455-0	453-2	454-3
PP	453-6	453-6	453-6	453-4
S1	451-6	451-6	452-6	451-1
S2	450-4	450-4	452-3
S3	447-2	448-4	452-1
S4	444-0	445-2	451-2

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	488-1	483-7	462-0
R3	475-7	471-5	458-5
R2	463-5	463-5	457-4
R1	459-3	459-3	456-3	461-4
PP	451-3	451-3	451-3	452-3
S1	447-1	447-1	454-1	449-2
S2	439-1	439-1	453-0
S3	426-7	434-7	451-7
S4	414-5	422-5	448-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	455-6	443-2	12-4	2.8%	6-7	1.5%	78%	True	False	5,273
10	455-6	428-2	27-4	6.1%	6-4	1.4%	90%	True	False	6,105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	469-4
2.618	464-2
1.618	461-0
1.000	459-0
0.618	457-6
HIGH	455-6
0.618	454-4
0.500	454-1
0.382	453-6
LOW	452-4
0.618	450-4
1.000	449-2
1.618	447-2
2.618	444-0
4.250	438-6

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	454-1	451-7
PP	453-6	450-5
S1	453-3	449-4

Download as Excel Spreadsheet

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

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