CME Pit-Traded Corn Future December 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	377-0	379-2	2-2	0.6%	386-2
High	379-4	382-4	3-0	0.8%	388-0
Low	377-0	379-0	2-0	0.5%	376-0
Close	379-2	379-6	0-4	0.1%	377-0
Range	2-4	3-4	1-0	40.0%	12-0
ATR	5-3	5-2	-0-1	-2.5%	0-0
Volume	25,844	25,634	-210	-0.8%	112,292

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	390-7	388-7	381-5
R3	387-3	385-3	380-6
R2	383-7	383-7	380-3
R1	381-7	381-7	380-1	382-7
PP	380-3	380-3	380-3	381-0
S1	378-3	378-3	379-3	379-3
S2	376-7	376-7	379-1
S3	373-3	374-7	378-6
S4	369-7	371-3	377-7

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	416-3	408-5	383-5
R3	404-3	396-5	380-2
R2	392-3	392-3	379-2
R1	384-5	384-5	378-1	382-4
PP	380-3	380-3	380-3	379-2
S1	372-5	372-5	375-7	370-4
S2	368-3	368-3	374-6
S3	356-3	360-5	373-6
S4	344-3	348-5	370-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387-0	376-0	11-0	2.9%	3-4	0.9%	34%	False	False	29,516
10	399-0	376-0	23-0	6.1%	4-5	1.2%	16%	False	False	25,558
20	405-2	376-0	29-2	7.7%	4-4	1.2%	13%	False	False	26,120
40	414-4	376-0	38-4	10.1%	4-6	1.3%	10%	False	False	24,847

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 3 trading days

Fibonacci Retracements and Extensions
4.250	397-3
2.618	391-5
1.618	388-1
1.000	386-0
0.618	384-5
HIGH	382-4
0.618	381-1
0.500	380-6
0.382	380-3
LOW	379-0
0.618	376-7
1.000	375-4
1.618	373-3
2.618	369-7
4.250	364-1

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	380-6	379-5
PP	380-3	379-3
S1	380-1	379-2

Download as Excel Spreadsheet

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

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