CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	416-4	414-4	-2-0	-0.5%	420-0
High	420-0	418-0	-2-0	-0.5%	422-0
Low	413-4	412-2	-1-2	-0.3%	412-2
Close	413-6	416-0	2-2	0.5%	416-0
Range	6-4	5-6	-0-6	-11.5%	9-6
ATR	9-2	9-0	-0-2	-2.7%	0-0
Volume	8,146	5,975	-2,171	-26.7%	48,897

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	432-5	430-1	419-1
R3	426-7	424-3	417-5
R2	421-1	421-1	417-0
R1	418-5	418-5	416-4	419-7
PP	415-3	415-3	415-3	416-0
S1	412-7	412-7	415-4	414-1
S2	409-5	409-5	415-0
S3	403-7	407-1	414-3
S4	398-1	401-3	412-7

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	446-0	440-6	421-3
R3	436-2	431-0	418-5
R2	426-4	426-4	417-6
R1	421-2	421-2	416-7	419-0
PP	416-6	416-6	416-6	415-5
S1	411-4	411-4	415-1	409-2
S2	407-0	407-0	414-2
S3	397-2	401-6	413-3
S4	387-4	392-0	410-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	422-0	412-2	9-6	2.3%	6-1	1.5%	38%	False	True	9,779
10	449-6	412-2	37-4	9.0%	6-4	1.6%	10%	False	True	8,123
20	483-4	412-2	71-2	17.1%	7-4	1.8%	5%	False	True	6,726

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	1-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	442-4
2.618	433-0
1.618	427-2
1.000	423-6
0.618	421-4
HIGH	418-0
0.618	415-6
0.500	415-1
0.382	414-4
LOW	412-2
0.618	408-6
1.000	406-4
1.618	403-0
2.618	397-2
4.250	387-6

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	415-6	417-1
PP	415-3	416-6
S1	415-1	416-3

Download as Excel Spreadsheet

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

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