CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	386-2	386-4	0-2	0.1%	369-4
High	387-6	388-0	0-2	0.1%	384-0
Low	386-2	384-4	-1-6	-0.5%	367-6
Close	388-2	388-0	-0-2	-0.1%	384-2
Range	1-4	3-4	2-0	133.3%	16-2
ATR	6-0	5-7	-0-1	-2.7%	0-0
Volume	3,568	3,538	-30	-0.8%	29,284

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	397-3	396-1	389-7
R3	393-7	392-5	389-0
R2	390-3	390-3	388-5
R1	389-1	389-1	388-3	389-6
PP	386-7	386-7	386-7	387-1
S1	385-5	385-5	387-5	386-2
S2	383-3	383-3	387-3
S3	379-7	382-1	387-0
S4	376-3	378-5	386-1

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	427-3	422-1	393-2
R3	411-1	405-7	388-6
R2	394-7	394-7	387-2
R1	389-5	389-5	385-6	392-2
PP	378-5	378-5	378-5	380-0
S1	373-3	373-3	382-6	376-0
S2	362-3	362-3	381-2
S3	346-1	357-1	379-6
S4	329-7	340-7	375-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	388-0	371-4	16-4	4.3%	2-7	0.7%	100%	True	False	5,573
10	388-0	367-6	20-2	5.2%	3-1	0.8%	100%	True	False	4,592
20	406-0	367-6	38-2	9.9%	3-4	0.9%	53%	False	False	3,856

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	0-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	402-7
2.618	397-1
1.618	393-5
1.000	391-4
0.618	390-1
HIGH	388-0
0.618	386-5
0.500	386-2
0.382	385-7
LOW	384-4
0.618	382-3
1.000	381-0
1.618	378-7
2.618	375-3
4.250	369-5

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	387-3	386-4
PP	386-7	385-1
S1	386-2	383-5

Download as Excel Spreadsheet

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

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