CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	456-4	461-4	5-0	1.1%	455-2
High	459-4	464-4	5-0	1.1%	459-4
Low	455-4	461-4	6-0	1.3%	438-0
Close	456-2	461-2	5-0	1.1%	456-2
Range	4-0	3-0	-1-0	-25.0%	21-4
ATR	8-7	8-6	0-0	-0.5%	0-0
Volume	3,319	4,629	1,310	39.5%	23,713

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	471-3	469-3	462-7
R3	468-3	466-3	462-1
R2	465-3	465-3	461-6
R1	463-3	463-3	461-4	462-7
PP	462-3	462-3	462-3	462-2
S1	460-3	460-3	461-0	459-7
S2	459-3	459-3	460-6
S3	456-3	457-3	460-3
S4	453-3	454-3	459-5

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	515-6	507-4	468-1
R3	494-2	486-0	462-1
R2	472-6	472-6	460-2
R1	464-4	464-4	458-2	468-5
PP	451-2	451-2	451-2	453-2
S1	443-0	443-0	454-2	447-1
S2	429-6	429-6	452-2
S3	408-2	421-4	450-3
S4	386-6	400-0	444-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	464-4	438-0	26-4	5.7%	5-3	1.2%	88%	True	False	4,362
10	464-4	438-0	26-4	5.7%	6-1	1.3%	88%	True	False	4,817
20	464-4	421-0	43-4	9.4%	6-5	1.4%	93%	True	False	5,491

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	0-7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	477-2
2.618	472-3
1.618	469-3
1.000	467-4
0.618	466-3
HIGH	464-4
0.618	463-3
0.500	463-0
0.382	462-5
LOW	461-4
0.618	459-5
1.000	458-4
1.618	456-5
2.618	453-5
4.250	448-6

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	463-0	458-3
PP	462-3	455-5
S1	461-7	452-6

Download as Excel Spreadsheet

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

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