CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	404-0	399-2	-4-6	-1.2%	406-4
High	405-0	399-2	-5-6	-1.4%	414-2
Low	400-4	396-4	-4-0	-1.0%	402-0
Close	403-0	397-0	-6-0	-1.5%	402-4
Range	4-4	2-6	-1-6	-38.9%	12-2
ATR	6-6	6-5	0-0	-0.2%	0-0
Volume	28,692	22,121	-6,571	-22.9%	118,352

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	405-7	404-1	398-4
R3	403-1	401-3	397-6
R2	400-3	400-3	397-4
R1	398-5	398-5	397-2	398-1
PP	397-5	397-5	397-5	397-2
S1	395-7	395-7	396-6	395-3
S2	394-7	394-7	396-4
S3	392-1	393-1	396-2
S4	389-3	390-3	395-4

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	396-4	17-6	4.5%	5-1	1.3%	3%	False	True	24,110
10	414-4	396-4	18-0	4.5%	4-1	1.0%	3%	False	True	23,416
20	414-4	390-4	24-0	6.0%	5-0	1.2%	27%	False	False	23,461

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	0-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	411-0
2.618	406-4
1.618	403-6
1.000	402-0
0.618	401-0
HIGH	399-2
0.618	398-2
0.500	397-7
0.382	397-4
LOW	396-4
0.618	394-6
1.000	393-6
1.618	392-0
2.618	389-2
4.250	384-6

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	397-7	404-4
PP	397-5	402-0
S1	397-2	399-4

Download as Excel Spreadsheet

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

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