CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	406-6	408-6	2-0	0.5%	401-4
High	408-6	414-2	5-4	1.3%	414-4
Low	402-0	408-6	6-6	1.7%	399-6
Close	407-0	413-0	6-0	1.5%	413-0
Range	6-6	5-4	-1-2	-18.5%	14-6
ATR	6-5	6-5	0-0	0.7%	0-0
Volume	26,744	18,648	-8,096	-30.3%	118,122

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	428-4	426-2	416-0
R3	423-0	420-6	414-4
R2	417-4	417-4	414-0
R1	415-2	415-2	413-4	416-3
PP	412-0	412-0	412-0	412-4
S1	409-6	409-6	412-4	410-7
S2	406-4	406-4	412-0
S3	401-0	404-2	411-4
S4	395-4	398-6	410-0

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	453-3	447-7	421-1
R3	438-5	433-1	417-0
R2	423-7	423-7	415-6
R1	418-3	418-3	414-3	421-1
PP	409-1	409-1	409-1	410-4
S1	403-5	403-5	411-5	406-3
S2	394-3	394-3	410-2
S3	379-5	388-7	409-0
S4	364-7	374-1	404-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	414-4	402-0	12-4	3.0%	3-4	0.8%	88%	False	False	21,192
10	414-4	392-4	22-0	5.3%	5-0	1.2%	93%	False	False	23,137
20	414-4	384-4	30-0	7.3%	5-2	1.3%	95%	False	False	23,882

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	0-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	437-5
2.618	428-5
1.618	423-1
1.000	419-6
0.618	417-5
HIGH	414-2
0.618	412-1
0.500	411-4
0.382	410-7
LOW	408-6
0.618	405-3
1.000	403-2
1.618	399-7
2.618	394-3
4.250	385-3

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	412-4	411-3
PP	412-0	409-6
S1	411-4	408-1

Download as Excel Spreadsheet

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

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