CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	391-6	394-2	2-4	0.6%	404-0
High	394-4	398-0	3-4	0.9%	405-0
Low	391-6	394-2	2-4	0.6%	391-6
Close	393-0	396-6	3-6	1.0%	393-6
Range	2-6	3-6	1-0	36.4%	13-2
ATR	6-0	5-7	-0-1	-1.2%	0-0
Volume	19,648	12,769	-6,879	-35.0%	159,439

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	407-5	405-7	398-6
R3	403-7	402-1	397-6
R2	400-1	400-1	397-4
R1	398-3	398-3	397-1	399-2
PP	396-3	396-3	396-3	396-6
S1	394-5	394-5	396-3	395-4
S2	392-5	392-5	396-0
S3	388-7	390-7	395-6
S4	385-1	387-1	394-6

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	398-4	391-6	6-6	1.7%	4-0	1.0%	74%	False	False	28,208
10	414-2	391-6	22-4	5.7%	4-4	1.1%	22%	False	False	26,159
20	414-4	391-6	22-6	5.7%	4-5	1.2%	22%	False	False	24,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	414-0
2.618	407-7
1.618	404-1
1.000	401-6
0.618	400-3
HIGH	398-0
0.618	396-5
0.500	396-1
0.382	395-5
LOW	394-2
0.618	391-7
1.000	390-4
1.618	388-1
2.618	384-3
4.250	378-2

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	396-4	396-1
PP	396-3	395-4
S1	396-1	394-7

Download as Excel Spreadsheet

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

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