CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	473-4	469-0	-4-4	-1.0%	473-2
High	480-0	469-4	-10-4	-2.2%	480-0
Low	473-0	456-0	-17-0	-3.6%	456-0
Close	474-2	459-4	-14-6	-3.1%	459-4
Range	7-0	13-4	6-4	92.9%	24-0
ATR	9-2	9-7	0-5	7.0%	0-0
Volume	4,943	7,289	2,346	47.5%	26,735

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	502-1	494-3	466-7
R3	488-5	480-7	463-2
R2	475-1	475-1	462-0
R1	467-3	467-3	460-6	464-4
PP	461-5	461-5	461-5	460-2
S1	453-7	453-7	458-2	451-0
S2	448-1	448-1	457-0
S3	434-5	440-3	455-6
S4	421-1	426-7	452-1

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	537-1	522-3	472-6
R3	513-1	498-3	466-1
R2	489-1	489-1	463-7
R1	474-3	474-3	461-6	469-6
PP	465-1	465-1	465-1	462-7
S1	450-3	450-3	457-2	445-6
S2	441-1	441-1	455-1
S3	417-1	426-3	452-7
S4	393-1	402-3	446-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	480-0	456-0	24-0	5.2%	7-7	1.7%	15%	False	True	5,347
10	483-4	456-0	27-4	6.0%	8-4	1.8%	13%	False	True	5,330
20	483-4	445-0	38-4	8.4%	7-7	1.7%	38%	False	False	4,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	526-7
2.618	504-7
1.618	491-3
1.000	483-0
0.618	477-7
HIGH	469-4
0.618	464-3
0.500	462-6
0.382	461-1
LOW	456-0
0.618	447-5
1.000	442-4
1.618	434-1
2.618	420-5
4.250	398-5

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	462-6	468-0
PP	461-5	465-1
S1	460-5	462-3

Download as Excel Spreadsheet

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

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