CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	402-2	400-0	-2-2	-0.6%	391-6
High	404-4	403-0	-1-4	-0.4%	405-2
Low	401-2	399-0	-2-2	-0.6%	391-6
Close	403-4	399-2	-4-2	-1.1%	403-4
Range	3-2	4-0	0-6	23.1%	13-4
ATR	5-7	5-7	-0-1	-1.7%	0-0
Volume	39,519	21,067	-18,452	-46.7%	115,009

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	412-3	409-7	401-4
R3	408-3	405-7	400-3
R2	404-3	404-3	400-0
R1	401-7	401-7	399-5	401-1
PP	400-3	400-3	400-3	400-0
S1	397-7	397-7	398-7	397-1
S2	396-3	396-3	398-4
S3	392-3	393-7	398-1
S4	388-3	389-7	397-0

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	394-2	11-0	2.8%	5-0	1.3%	45%	False	False	23,285
10	405-2	391-6	13-4	3.4%	4-3	1.1%	56%	False	False	26,682
20	414-4	391-6	22-6	5.7%	4-4	1.1%	33%	False	False	25,620

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	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	420-0
2.618	413-4
1.618	409-4
1.000	407-0
0.618	405-4
HIGH	403-0
0.618	401-4
0.500	401-0
0.382	400-4
LOW	399-0
0.618	396-4
1.000	395-0
1.618	392-4
2.618	388-4
4.250	382-0

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	401-0	402-1
PP	400-3	401-1
S1	399-7	400-2

Download as Excel Spreadsheet

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

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