CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	439-2	437-2	-2-0	-0.5%	449-4
High	439-2	439-0	-0-2	-0.1%	449-6
Low	435-0	431-0	-4-0	-0.9%	431-0
Close	435-2	431-0	-4-2	-1.0%	431-0
Range	4-2	8-0	3-6	88.2%	18-6
ATR	9-5	9-4	-0-1	-1.2%	0-0
Volume	4,507	4,358	-149	-3.3%	32,333

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	457-5	452-3	435-3
R3	449-5	444-3	433-2
R2	441-5	441-5	432-4
R1	436-3	436-3	431-6	435-0
PP	433-5	433-5	433-5	433-0
S1	428-3	428-3	430-2	427-0
S2	425-5	425-5	429-4
S3	417-5	420-3	428-6
S4	409-5	412-3	426-5

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	493-4	481-0	441-2
R3	474-6	462-2	436-1
R2	456-0	456-0	434-4
R1	443-4	443-4	432-6	440-3
PP	437-2	437-2	437-2	435-6
S1	424-6	424-6	429-2	421-5
S2	418-4	418-4	427-4
S3	399-6	406-0	425-7
S4	381-0	387-2	420-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	449-6	431-0	18-6	4.4%	7-0	1.6%	0%	False	True	6,466
10	480-0	431-0	49-0	11.4%	7-3	1.7%	0%	False	True	5,906
20	483-4	431-0	52-4	12.2%	7-4	1.7%	0%	False	True	5,534

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

Fibonacci Retracements and Extensions
4.250	473-0
2.618	460-0
1.618	452-0
1.000	447-0
0.618	444-0
HIGH	439-0
0.618	436-0
0.500	435-0
0.382	434-0
LOW	431-0
0.618	426-0
1.000	423-0
1.618	418-0
2.618	410-0
4.250	397-0

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	435-0	435-6
PP	433-5	434-1
S1	432-3	432-5

Download as Excel Spreadsheet

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

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