CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	449-4	443-0	-6-4	-1.4%	473-2
High	449-6	443-0	-6-6	-1.5%	480-0
Low	439-4	436-0	-3-4	-0.8%	456-0
Close	439-6	437-0	-2-6	-0.6%	459-4
Range	10-2	7-0	-3-2	-31.7%	24-0
ATR	10-5	10-3	-0-2	-2.4%	0-0
Volume	8,125	4,244	-3,881	-47.8%	26,735

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	459-5	455-3	440-7
R3	452-5	448-3	438-7
R2	445-5	445-5	438-2
R1	441-3	441-3	437-5	440-0
PP	438-5	438-5	438-5	438-0
S1	434-3	434-3	436-3	433-0
S2	431-5	431-5	435-6
S3	424-5	427-3	435-1
S4	417-5	420-3	433-1

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	436-0	44-0	10.1%	9-5	2.2%	2%	False	True	6,193
10	481-4	436-0	45-4	10.4%	8-7	2.0%	2%	False	True	5,591
20	483-4	436-0	47-4	10.9%	7-6	1.8%	2%	False	True	5,300

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 3 trading days

Fibonacci Retracements and Extensions
4.250	472-6
2.618	461-3
1.618	454-3
1.000	450-0
0.618	447-3
HIGH	443-0
0.618	440-3
0.500	439-4
0.382	438-5
LOW	436-0
0.618	431-5
1.000	429-0
1.618	424-5
2.618	417-5
4.250	406-2

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	439-4	452-6
PP	438-5	447-4
S1	437-7	442-2

Download as Excel Spreadsheet

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

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