CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	346-2	356-0	9-6	2.8%	360-4
High	352-2	359-2	7-0	2.0%	361-4
Low	344-2	352-6	8-4	2.5%	344-0
Close	352-4	358-6	6-2	1.8%	351-2
Range	8-0	6-4	-1-4	-18.8%	17-4
ATR	9-5	9-4	-0-2	-2.1%	0-0
Volume	6,096	8,339	2,243	36.8%	72,430

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	376-3	374-1	362-3
R3	369-7	367-5	360-4
R2	363-3	363-3	360-0
R1	361-1	361-1	359-3	362-2
PP	356-7	356-7	356-7	357-4
S1	354-5	354-5	358-1	355-6
S2	350-3	350-3	357-4
S3	343-7	348-1	357-0
S4	337-3	341-5	355-1

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	404-6	395-4	360-7
R3	387-2	378-0	356-0
R2	369-6	369-6	354-4
R1	360-4	360-4	352-7	356-3
PP	352-2	352-2	352-2	350-2
S1	343-0	343-0	349-5	338-7
S2	334-6	334-6	348-0
S3	317-2	325-4	346-4
S4	299-6	308-0	341-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	359-2	344-0	15-2	4.3%	5-6	1.6%	97%	True	False	10,718
10	382-6	344-0	38-6	10.8%	5-7	1.6%	38%	False	False	13,147
20	443-0	344-0	99-0	27.6%	6-0	1.7%	15%	False	False	10,502
40	483-4	344-0	139-4	38.9%	6-7	1.9%	11%	False	False	7,856

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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	386-7
2.618	376-2
1.618	369-6
1.000	365-6
0.618	363-2
HIGH	359-2
0.618	356-6
0.500	356-0
0.382	355-2
LOW	352-6
0.618	348-6
1.000	346-2
1.618	342-2
2.618	335-6
4.250	325-1

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	357-7	356-3
PP	356-7	354-0
S1	356-0	351-5

Download as Excel Spreadsheet

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

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