CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 23-Mar-2010

Day Change Summary
	Previous	Current
	22-Mar-2010	23-Mar-2010	Change	Change %	Previous Week
Open	400-0	398-4	-1-4	-0.4%	391-6
High	403-0	399-0	-4-0	-1.0%	405-2
Low	399-0	392-2	-6-6	-1.7%	391-6
Close	399-2	392-2	-7-0	-1.8%	403-4
Range	4-0	6-6	2-6	68.8%	13-4
ATR	5-7	5-7	0-1	1.4%	0-0
Volume	21,067	17,388	-3,679	-17.5%	115,009

Daily Pivots for day following 23-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	414-6	410-2	396-0
R3	408-0	403-4	394-1
R2	401-2	401-2	393-4
R1	396-6	396-6	392-7	395-5
PP	394-4	394-4	394-4	394-0
S1	390-0	390-0	391-5	388-7
S2	387-6	387-6	391-0
S3	381-0	383-2	390-3
S4	374-2	376-4	388-4

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	392-2	13-0	3.3%	5-5	1.4%	0%	False	True	24,209
10	405-2	391-6	13-4	3.4%	4-7	1.2%	4%	False	False	26,209
20	414-4	391-6	22-6	5.8%	4-4	1.1%	2%	False	False	24,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	427-6
2.618	416-5
1.618	409-7
1.000	405-6
0.618	403-1
HIGH	399-0
0.618	396-3
0.500	395-5
0.382	394-7
LOW	392-2
0.618	388-1
1.000	385-4
1.618	381-3
2.618	374-5
4.250	363-4

Fisher Pivots for day following 23-Mar-2010
Pivot	1 day	3 day
R1	395-5	398-3
PP	394-4	396-3
S1	393-3	394-2

Download as Excel Spreadsheet

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

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