CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	397-4	399-6	2-2	0.6%	404-0
High	404-2	405-2	1-0	0.2%	405-0
Low	395-4	399-6	4-2	1.1%	391-6
Close	404-0	405-2	1-2	0.3%	393-6
Range	8-6	5-4	-3-2	-37.1%	13-2
ATR	6-1	6-1	0-0	-0.7%	0-0
Volume	15,027	28,046	13,019	86.6%	159,439

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	419-7	418-1	408-2
R3	414-3	412-5	406-6
R2	408-7	408-7	406-2
R1	407-1	407-1	405-6	408-0
PP	403-3	403-3	403-3	403-7
S1	401-5	401-5	404-6	402-4
S2	397-7	397-7	404-2
S3	392-3	396-1	403-6
S4	386-7	390-5	402-2

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	405-2	391-6	13-4	3.3%	4-7	1.2%	100%	True	False	21,668
10	412-4	391-6	20-6	5.1%	5-2	1.3%	65%	False	False	25,690
20	414-4	391-6	22-6	5.6%	5-0	1.2%	59%	False	False	24,787

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	0-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	428-5
2.618	419-5
1.618	414-1
1.000	410-6
0.618	408-5
HIGH	405-2
0.618	403-1
0.500	402-4
0.382	401-7
LOW	399-6
0.618	396-3
1.000	394-2
1.618	390-7
2.618	385-3
4.250	376-3

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	404-3	403-3
PP	403-3	401-5
S1	402-4	399-6

Download as Excel Spreadsheet

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

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