CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	417-4	421-0	3-4	0.8%	449-4
High	420-2	422-0	1-6	0.4%	449-6
Low	415-0	414-0	-1-0	-0.2%	431-0
Close	420-4	419-4	-1-0	-0.2%	431-0
Range	5-2	8-0	2-6	52.4%	18-6
ATR	9-5	9-4	-0-1	-1.2%	0-0
Volume	14,383	12,638	-1,745	-12.1%	32,333

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	442-4	439-0	423-7
R3	434-4	431-0	421-6
R2	426-4	426-4	421-0
R1	423-0	423-0	420-2	420-6
PP	418-4	418-4	418-4	417-3
S1	415-0	415-0	418-6	412-6
S2	410-4	410-4	418-0
S3	402-4	407-0	417-2
S4	394-4	399-0	415-1

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	439-2	414-0	25-2	6.0%	6-1	1.5%	22%	False	True	8,728
10	480-0	414-0	66-0	15.7%	7-3	1.8%	8%	False	True	7,934
20	483-4	414-0	69-4	16.6%	7-4	1.8%	8%	False	True	6,436

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

Fibonacci Retracements and Extensions
4.250	456-0
2.618	443-0
1.618	435-0
1.000	430-0
0.618	427-0
HIGH	422-0
0.618	419-0
0.500	418-0
0.382	417-0
LOW	414-0
0.618	409-0
1.000	406-0
1.618	401-0
2.618	393-0
4.250	380-0

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	419-0	419-0
PP	418-4	418-4
S1	418-0	418-0

Download as Excel Spreadsheet

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

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