CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	478-6	473-4	-5-2	-1.1%	475-4
High	478-6	480-0	1-2	0.3%	483-4
Low	468-2	473-0	4-6	1.0%	465-4
Close	469-0	474-2	5-2	1.1%	478-2
Range	10-4	7-0	-3-4	-33.3%	18-0
ATR	9-0	9-2	0-1	1.5%	0-0
Volume	6,364	4,943	-1,421	-22.3%	26,574

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	496-6	492-4	478-1
R3	489-6	485-4	476-1
R2	482-6	482-6	475-4
R1	478-4	478-4	474-7	480-5
PP	475-6	475-6	475-6	476-6
S1	471-4	471-4	473-5	473-5
S2	468-6	468-6	473-0
S3	461-6	464-4	472-3
S4	454-6	457-4	470-3

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	480-0	468-0	12-0	2.5%	6-3	1.3%	52%	True	False	4,534
10	483-4	465-4	18-0	3.8%	7-3	1.6%	49%	False	False	4,999
20	483-4	445-0	38-4	8.1%	7-4	1.6%	76%	False	False	4,949

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	509-6
2.618	498-3
1.618	491-3
1.000	487-0
0.618	484-3
HIGH	480-0
0.618	477-3
0.500	476-4
0.382	475-5
LOW	473-0
0.618	468-5
1.000	466-0
1.618	461-5
2.618	454-5
4.250	443-2

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	476-4	474-2
PP	475-6	474-1
S1	475-0	474-1

Download as Excel Spreadsheet

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

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