CME Pit-Traded Corn Future July 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	380-6	384-0	3-2	0.9%	373-4
High	387-4	386-2	-1-2	-0.3%	387-4
Low	380-6	382-6	2-0	0.5%	373-4
Close	387-0	385-4	-1-4	-0.4%	385-4
Range	6-6	3-4	-3-2	-48.1%	14-0
ATR	6-4	6-3	-0-1	-2.5%	0-0
Volume	25,196	31,836	6,640	26.4%	120,937

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	395-3	393-7	387-3
R3	391-7	390-3	386-4
R2	388-3	388-3	386-1
R1	386-7	386-7	385-7	387-5
PP	384-7	384-7	384-7	385-2
S1	383-3	383-3	385-1	384-1
S2	381-3	381-3	384-7
S3	377-7	379-7	384-4
S4	374-3	376-3	383-5

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	424-1	418-7	393-2
R3	410-1	404-7	389-3
R2	396-1	396-1	388-1
R1	390-7	390-7	386-6	393-4
PP	382-1	382-1	382-1	383-4
S1	376-7	376-7	384-2	379-4
S2	368-1	368-1	382-7
S3	354-1	362-7	381-5
S4	340-1	348-7	377-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387-4	373-4	14-0	3.6%	5-0	1.3%	86%	False	False	24,187
10	388-2	372-6	15-4	4.0%	4-5	1.2%	82%	False	False	29,135
20	401-4	372-6	28-6	7.5%	5-5	1.5%	44%	False	False	28,255
40	401-4	368-6	32-6	8.5%	5-3	1.4%	51%	False	False	28,087
60	443-0	368-6	74-2	19.3%	5-4	1.4%	23%	False	False	25,120
80	443-0	368-6	74-2	19.3%	6-3	1.7%	23%	False	False	21,983

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

Fibonacci Retracements and Extensions
4.250	401-1
2.618	395-3
1.618	391-7
1.000	389-6
0.618	388-3
HIGH	386-2
0.618	384-7
0.500	384-4
0.382	384-1
LOW	382-6
0.618	380-5
1.000	379-2
1.618	377-1
2.618	373-5
4.250	367-7

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	385-1	384-4
PP	384-7	383-4
S1	384-4	382-4

Download as Excel Spreadsheet

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

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