CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	395-4	391-6	-3-6	-0.9%	404-0
High	396-0	394-4	-1-4	-0.4%	405-0
Low	392-2	391-6	-0-4	-0.1%	391-6
Close	393-6	393-0	-0-6	-0.2%	393-6
Range	3-6	2-6	-1-0	-26.7%	13-2
ATR	6-2	6-0	-0-2	-4.0%	0-0
Volume	32,850	19,648	-13,202	-40.2%	159,439

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	401-3	399-7	394-4
R3	398-5	397-1	393-6
R2	395-7	395-7	393-4
R1	394-3	394-3	393-2	395-1
PP	393-1	393-1	393-1	393-4
S1	391-5	391-5	392-6	392-3
S2	390-3	390-3	392-4
S3	387-5	388-7	392-2
S4	384-7	386-1	391-4

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	436-5	428-3	401-0
R3	423-3	415-1	397-3
R2	410-1	410-1	396-1
R1	401-7	401-7	395-0	399-3
PP	396-7	396-7	396-7	395-4
S1	388-5	388-5	392-4	386-1
S2	383-5	383-5	391-3
S3	370-3	375-3	390-1
S4	357-1	362-1	386-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	399-2	391-6	7-4	1.9%	3-6	1.0%	17%	False	True	30,079
10	414-2	391-6	22-4	5.7%	4-7	1.2%	6%	False	True	27,557
20	414-4	391-6	22-6	5.8%	4-5	1.2%	5%	False	True	25,208

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

Fibonacci Retracements and Extensions
4.250	406-2
2.618	401-6
1.618	399-0
1.000	397-2
0.618	396-2
HIGH	394-4
0.618	393-4
0.500	393-1
0.382	392-6
LOW	391-6
0.618	390-0
1.000	389-0
1.618	387-2
2.618	384-4
4.250	380-0

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	393-1	393-7
PP	393-1	393-5
S1	393-0	393-2

Download as Excel Spreadsheet

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

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