CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	479-2	469-4	-9-6	-2.0%	460-4
High	479-4	481-4	2-0	0.4%	469-4
Low	465-4	469-4	4-0	0.9%	456-0
Close	465-6	481-6	16-0	3.4%	469-2
Range	14-0	12-0	-2-0	-14.3%	13-4
ATR	8-3	8-7	0-4	6.3%	0-0
Volume	5,330	8,248	2,918	54.7%	21,978

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	513-5	509-5	488-3
R3	501-5	497-5	485-0
R2	489-5	489-5	484-0
R1	485-5	485-5	482-7	487-5
PP	477-5	477-5	477-5	478-4
S1	473-5	473-5	480-5	475-5
S2	465-5	465-5	479-4
S3	453-5	461-5	478-4
S4	441-5	449-5	475-1

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	505-3	500-7	476-5
R3	491-7	487-3	473-0
R2	478-3	478-3	471-6
R1	473-7	473-7	470-4	476-1
PP	464-7	464-7	464-7	466-0
S1	460-3	460-3	468-0	462-5
S2	451-3	451-3	466-6
S3	437-7	446-7	465-4
S4	424-3	433-3	461-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	483-4	465-4	18-0	3.7%	8-4	1.8%	90%	False	False	5,464
10	483-4	451-4	32-0	6.6%	7-5	1.6%	95%	False	False	5,380
20	483-4	439-6	43-6	9.1%	7-2	1.5%	96%	False	False	6,091

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	-0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	532-4
2.618	512-7
1.618	500-7
1.000	493-4
0.618	488-7
HIGH	481-4
0.618	476-7
0.500	475-4
0.382	474-1
LOW	469-4
0.618	462-1
1.000	457-4
1.618	450-1
2.618	438-1
4.250	418-4

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	479-5	479-3
PP	477-5	476-7
S1	475-4	474-4

Download as Excel Spreadsheet

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

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