CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	334-2	344-0	9-6	2.9%	346-2
High	334-4	352-2	17-6	5.3%	362-2
Low	328-6	340-4	11-6	3.6%	339-0
Close	332-6	352-2	19-4	5.9%	345-2
Range	5-6	11-6	6-0	104.3%	23-2
ATR	9-2	10-0	0-6	8.0%	0-0
Volume	14,296	16,052	1,756	12.3%	44,388

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	383-5	379-5	358-6
R3	371-7	367-7	355-4
R2	360-1	360-1	354-3
R1	356-1	356-1	353-3	358-1
PP	348-3	348-3	348-3	349-2
S1	344-3	344-3	351-1	346-3
S2	336-5	336-5	350-1
S3	324-7	332-5	349-0
S4	313-1	320-7	345-6

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	418-5	405-1	358-0
R3	395-3	381-7	351-5
R2	372-1	372-1	349-4
R1	358-5	358-5	347-3	353-6
PP	348-7	348-7	348-7	346-3
S1	335-3	335-3	343-1	330-4
S2	325-5	325-5	341-0
S3	302-3	312-1	338-7
S4	279-1	288-7	332-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	352-2	328-6	23-4	6.7%	7-6	2.2%	100%	True	False	11,971
10	362-2	328-6	33-4	9.5%	8-0	2.3%	70%	False	False	10,391
20	420-0	328-6	91-2	25.9%	6-6	1.9%	26%	False	False	11,481
40	483-4	328-6	154-6	43.9%	7-1	2.0%	15%	False	False	8,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	402-2
2.618	383-0
1.618	371-2
1.000	364-0
0.618	359-4
HIGH	352-2
0.618	347-6
0.500	346-3
0.382	345-0
LOW	340-4
0.618	333-2
1.000	328-6
1.618	321-4
2.618	309-6
4.250	290-4

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	350-2	348-3
PP	348-3	344-3
S1	346-3	340-4

Download as Excel Spreadsheet

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

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