CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	375-0	360-4	-14-4	-3.9%	415-0
High	377-0	361-4	-15-4	-4.1%	415-0
Low	370-6	356-4	-14-2	-3.8%	370-6
Close	371-0	356-2	-14-6	-4.0%	371-0
Range	6-2	5-0	-1-2	-20.0%	44-2
ATR	10-2	10-5	0-2	2.9%	0-0
Volume	20,950	14,403	-6,547	-31.3%	50,079

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	373-1	369-5	359-0
R3	368-1	364-5	357-5
R2	363-1	363-1	357-1
R1	359-5	359-5	356-6	358-7
PP	358-1	358-1	358-1	357-6
S1	354-5	354-5	355-6	353-7
S2	353-1	353-1	355-3
S3	348-1	349-5	354-7
S4	343-1	344-5	353-4

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	518-3	488-7	395-3
R3	474-1	444-5	383-1
R2	429-7	429-7	379-1
R1	400-3	400-3	375-0	393-0
PP	385-5	385-5	385-5	381-7
S1	356-1	356-1	367-0	348-6
S2	341-3	341-3	362-7
S3	297-1	311-7	358-7
S4	252-7	267-5	346-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415-0	356-4	58-4	16.4%	5-0	1.4%	0%	False	True	12,896
10	422-0	356-4	65-4	18.4%	5-4	1.6%	0%	False	True	11,337
20	480-0	356-4	123-4	34.7%	6-4	1.8%	0%	False	True	8,622
40	483-4	356-4	127-0	35.6%	6-6	1.9%	0%	False	True	7,311

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	1-4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	382-6
2.618	374-5
1.618	369-5
1.000	366-4
0.618	364-5
HIGH	361-4
0.618	359-5
0.500	359-0
0.382	358-3
LOW	356-4
0.618	353-3
1.000	351-4
1.618	348-3
2.618	343-3
4.250	335-2

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	359-0	369-5
PP	358-1	365-1
S1	357-1	360-6

Download as Excel Spreadsheet

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

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