CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	475-4	478-6	3-2	0.7%	475-4
High	478-4	478-6	0-2	0.1%	483-4
Low	475-4	468-2	-7-2	-1.5%	465-4
Close	477-4	469-0	-8-4	-1.8%	478-2
Range	3-0	10-4	7-4	250.0%	18-0
ATR	9-0	9-0	0-1	1.2%	0-0
Volume	3,706	6,364	2,658	71.7%	26,574

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	503-4	496-6	474-6
R3	493-0	486-2	471-7
R2	482-4	482-4	470-7
R1	475-6	475-6	470-0	473-7
PP	472-0	472-0	472-0	471-0
S1	465-2	465-2	468-0	463-3
S2	461-4	461-4	467-1
S3	451-0	454-6	466-1
S4	440-4	444-2	463-2

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	529-6	522-0	488-1
R3	511-6	504-0	483-2
R2	493-6	493-6	481-4
R1	486-0	486-0	479-7	489-7
PP	475-6	475-6	475-6	477-6
S1	468-0	468-0	476-5	471-7
S2	457-6	457-6	475-0
S3	439-6	450-0	473-2
S4	421-6	432-0	468-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	481-4	468-0	13-4	2.9%	7-3	1.6%	7%	False	False	5,195
10	483-4	458-4	25-0	5.3%	7-5	1.6%	42%	False	False	4,939
20	483-4	445-0	38-4	8.2%	7-4	1.6%	62%	False	False	5,324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	-0-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	523-3
2.618	506-2
1.618	495-6
1.000	489-2
0.618	485-2
HIGH	478-6
0.618	474-6
0.500	473-4
0.382	472-2
LOW	468-2
0.618	461-6
1.000	457-6
1.618	451-2
2.618	440-6
4.250	423-5

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	473-4	473-3
PP	472-0	471-7
S1	470-4	470-4

Download as Excel Spreadsheet

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

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