CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	409-0	412-2	3-2	0.8%	406-4
High	409-4	412-4	3-0	0.7%	414-2
Low	407-2	402-0	-5-2	-1.3%	402-0
Close	408-4	402-4	-6-0	-1.5%	402-4
Range	2-2	10-4	8-2	366.7%	12-2
ATR	6-5	6-7	0-2	4.2%	0-0
Volume	29,113	21,979	-7,134	-24.5%	118,352

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	437-1	430-3	408-2
R3	426-5	419-7	405-3
R2	416-1	416-1	404-3
R1	409-3	409-3	403-4	407-4
PP	405-5	405-5	405-5	404-6
S1	398-7	398-7	401-4	397-0
S2	395-1	395-1	400-5
S3	384-5	388-3	399-5
S4	374-1	377-7	396-6

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	443-0	435-0	409-2
R3	430-6	422-6	405-7
R2	418-4	418-4	404-6
R1	410-4	410-4	403-5	408-3
PP	406-2	406-2	406-2	405-2
S1	398-2	398-2	401-3	396-1
S2	394-0	394-0	400-2
S3	381-6	386-0	399-1
S4	369-4	373-6	395-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	414-2	402-0	12-2	3.0%	5-0	1.2%	4%	False	True	23,670
10	414-4	399-6	14-6	3.7%	5-2	1.3%	19%	False	False	23,647
20	414-4	384-4	30-0	7.5%	5-1	1.3%	60%	False	False	23,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	457-1
2.618	440-0
1.618	429-4
1.000	423-0
0.618	419-0
HIGH	412-4
0.618	408-4
0.500	407-2
0.382	406-0
LOW	402-0
0.618	395-4
1.000	391-4
1.618	385-0
2.618	374-4
4.250	357-3

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	407-2	408-1
PP	405-5	406-2
S1	404-1	404-3

Download as Excel Spreadsheet

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

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