CME Pit-Traded Corn Future May 2011

Trading Metrics calculated at close of trading on 31-Aug-2010

Day Change Summary
	Previous	Current
	30-Aug-2010	31-Aug-2010	Change	Change %	Previous Week
Open	461-4	461-6	0-2	0.1%	455-2
High	464-4	463-6	-0-6	-0.2%	459-4
Low	461-4	459-2	-2-2	-0.5%	438-0
Close	461-2	458-6	-2-4	-0.5%	456-2
Range	3-0	4-4	1-4	50.0%	21-4
ATR	8-6	8-4	-0-2	-3.5%	0-0
Volume	4,629	4,741	112	2.4%	23,713

Daily Pivots for day following 31-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	474-1	470-7	461-2
R3	469-5	466-3	460-0
R2	465-1	465-1	459-5
R1	461-7	461-7	459-1	461-2
PP	460-5	460-5	460-5	460-2
S1	457-3	457-3	458-3	456-6
S2	456-1	456-1	457-7
S3	451-5	452-7	457-4
S4	447-1	448-3	456-2

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	441-0	23-4	5.1%	5-2	1.1%	76%	False	False	4,789
10	464-4	438-0	26-4	5.8%	6-2	1.4%	78%	False	False	4,821
20	464-4	428-2	36-2	7.9%	6-5	1.4%	84%	False	False	5,399

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

Fibonacci Retracements and Extensions
4.250	482-7
2.618	475-4
1.618	471-0
1.000	468-2
0.618	466-4
HIGH	463-6
0.618	462-0
0.500	461-4
0.382	461-0
LOW	459-2
0.618	456-4
1.000	454-6
1.618	452-0
2.618	447-4
4.250	440-1

Fisher Pivots for day following 31-Aug-2010
Pivot	1 day	3 day
R1	461-4	460-0
PP	460-5	459-5
S1	459-5	459-1

Download as Excel Spreadsheet

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

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