CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	399-6	402-2	2-4	0.6%	391-6
High	405-2	404-4	-0-6	-0.2%	405-2
Low	399-6	401-2	1-4	0.4%	391-6
Close	405-2	403-4	-1-6	-0.4%	403-4
Range	5-4	3-2	-2-2	-40.9%	13-4
ATR	6-1	5-7	-0-1	-2.4%	0-0
Volume	28,046	39,519	11,473	40.9%	115,009

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	412-7	411-3	405-2
R3	409-5	408-1	404-3
R2	406-3	406-3	404-1
R1	404-7	404-7	403-6	405-5
PP	403-1	403-1	403-1	403-4
S1	401-5	401-5	403-2	402-3
S2	399-7	399-7	402-7
S3	396-5	398-3	402-5
S4	393-3	395-1	401-6

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	440-5	435-5	410-7
R3	427-1	422-1	407-2
R2	413-5	413-5	406-0
R1	408-5	408-5	404-6	411-1
PP	400-1	400-1	400-1	401-4
S1	395-1	395-1	402-2	397-5
S2	386-5	386-5	401-0
S3	373-1	381-5	399-6
S4	359-5	368-1	396-1

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%	4-6	1.2%	87%	False	False	23,001
10	405-2	391-6	13-4	3.3%	4-4	1.1%	87%	False	False	27,444
20	414-4	391-6	22-6	5.6%	4-7	1.2%	52%	False	False	25,546

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
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	418-2
2.618	413-0
1.618	409-6
1.000	407-6
0.618	406-4
HIGH	404-4
0.618	403-2
0.500	402-7
0.382	402-4
LOW	401-2
0.618	399-2
1.000	398-0
1.618	396-0
2.618	392-6
4.250	387-4

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	403-2	402-4
PP	403-1	401-3
S1	402-7	400-3

Download as Excel Spreadsheet

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

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