CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	443-0	435-4	-7-4	-1.7%	473-2
High	443-0	440-4	-2-4	-0.6%	480-0
Low	436-0	435-2	-0-6	-0.2%	456-0
Close	437-0	440-2	3-2	0.7%	459-4
Range	7-0	5-2	-1-6	-25.0%	24-0
ATR	10-3	10-0	-0-3	-3.5%	0-0
Volume	4,244	11,099	6,855	161.5%	26,735

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	454-3	452-5	443-1
R3	449-1	447-3	441-6
R2	443-7	443-7	441-2
R1	442-1	442-1	440-6	443-0
PP	438-5	438-5	438-5	439-1
S1	436-7	436-7	439-6	437-6
S2	433-3	433-3	439-2
S3	428-1	431-5	438-6
S4	422-7	426-3	437-3

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	435-2	44-6	10.2%	8-5	2.0%	11%	False	True	7,140
10	481-4	435-2	46-2	10.5%	8-0	1.8%	11%	False	True	6,167
20	483-4	435-2	48-2	11.0%	7-6	1.8%	10%	False	True	5,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0-1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	462-6
2.618	454-2
1.618	449-0
1.000	445-6
0.618	443-6
HIGH	440-4
0.618	438-4
0.500	437-7
0.382	437-2
LOW	435-2
0.618	432-0
1.000	430-0
1.618	426-6
2.618	421-4
4.250	413-0

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	439-4	442-4
PP	438-5	441-6
S1	437-7	441-0

Download as Excel Spreadsheet

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

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