CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	391-0	398-0	7-0	1.8%	386-2
High	397-0	399-2	2-2	0.6%	397-0
Low	391-0	387-6	-3-2	-0.8%	384-4
Close	393-4	387-4	-6-0	-1.5%	393-4
Range	6-0	11-4	5-4	91.7%	12-4
ATR	5-5	6-0	0-3	7.6%	0-0
Volume	6,105	5,742	-363	-5.9%	22,935

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	426-0	418-2	393-7
R3	414-4	406-6	390-5
R2	403-0	403-0	389-5
R1	395-2	395-2	388-4	393-3
PP	391-4	391-4	391-4	390-4
S1	383-6	383-6	386-4	381-7
S2	380-0	380-0	385-3
S3	368-4	372-2	384-3
S4	357-0	360-6	381-1

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	429-1	423-7	400-3
R3	416-5	411-3	397-0
R2	404-1	404-1	395-6
R1	398-7	398-7	394-5	401-4
PP	391-5	391-5	391-5	393-0
S1	386-3	386-3	392-3	389-0
S2	379-1	379-1	391-2
S3	366-5	373-7	390-0
S4	354-1	361-3	386-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	399-2	384-4	14-6	3.8%	5-4	1.4%	20%	True	False	5,021
10	399-2	367-6	31-4	8.1%	4-2	1.1%	63%	True	False	5,446
20	406-0	367-6	38-2	9.9%	4-2	1.1%	52%	False	False	4,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	448-1
2.618	429-3
1.618	417-7
1.000	410-6
0.618	406-3
HIGH	399-2
0.618	394-7
0.500	393-4
0.382	392-1
LOW	387-6
0.618	380-5
1.000	376-2
1.618	369-1
2.618	357-5
4.250	338-7

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	393-4	393-4
PP	391-4	391-4
S1	389-4	389-4

Download as Excel Spreadsheet

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

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