CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	469-0	449-4	-19-4	-4.2%	473-2
High	469-4	449-6	-19-6	-4.2%	480-0
Low	456-0	439-4	-16-4	-3.6%	456-0
Close	459-4	439-6	-19-6	-4.3%	459-4
Range	13-4	10-2	-3-2	-24.1%	24-0
ATR	9-7	10-5	0-6	7.4%	0-0
Volume	7,289	8,125	836	11.5%	26,735

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	473-6	467-0	445-3
R3	463-4	456-6	442-5
R2	453-2	453-2	441-5
R1	446-4	446-4	440-6	444-6
PP	443-0	443-0	443-0	442-1
S1	436-2	436-2	438-6	434-4
S2	432-6	432-6	437-7
S3	422-4	426-0	436-7
S4	412-2	415-6	434-1

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	439-4	40-4	9.2%	8-7	2.0%	1%	False	True	6,085
10	483-4	439-4	44-0	10.0%	9-0	2.0%	1%	False	True	5,802
20	483-4	439-4	44-0	10.0%	7-6	1.8%	1%	False	True	5,210

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	0-1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	493-2
2.618	476-5
1.618	466-3
1.000	460-0
0.618	456-1
HIGH	449-6
0.618	445-7
0.500	444-5
0.382	443-3
LOW	439-4
0.618	433-1
1.000	429-2
1.618	422-7
2.618	412-5
4.250	396-0

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	444-5	459-6
PP	443-0	453-1
S1	441-3	446-3

Download as Excel Spreadsheet

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

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