CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	403-4	402-4	-1-0	-0.2%	396-4
High	406-0	404-0	-2-0	-0.5%	406-0
Low	403-4	393-4	-10-0	-2.5%	393-4
Close	406-2	392-6	-13-4	-3.3%	392-6
Range	2-4	10-4	8-0	320.0%	12-4
ATR	5-7	6-3	0-4	8.3%	0-0
Volume	2,342	3,587	1,245	53.2%	14,679

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	428-2	421-0	398-4
R3	417-6	410-4	395-5
R2	407-2	407-2	394-5
R1	400-0	400-0	393-6	398-3
PP	396-6	396-6	396-6	396-0
S1	389-4	389-4	391-6	387-7
S2	386-2	386-2	390-7
S3	375-6	379-0	389-7
S4	365-2	368-4	387-0

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	434-7	426-3	399-5
R3	422-3	413-7	396-2
R2	409-7	409-7	395-0
R1	401-3	401-3	393-7	399-3
PP	397-3	397-3	397-3	396-4
S1	388-7	388-7	391-5	386-7
S2	384-7	384-7	390-4
S3	372-3	376-3	389-2
S4	359-7	363-7	385-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	406-0	393-4	12-4	3.2%	4-6	1.2%	-6%	False	True	2,935
10	406-0	386-6	19-2	4.9%	3-5	0.9%	31%	False	False	3,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	448-5
2.618	431-4
1.618	421-0
1.000	414-4
0.618	410-4
HIGH	404-0
0.618	400-0
0.500	398-6
0.382	397-4
LOW	393-4
0.618	387-0
1.000	383-0
1.618	376-4
2.618	366-0
4.250	348-7

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	398-6	399-6
PP	396-6	397-3
S1	394-6	395-1

Download as Excel Spreadsheet

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

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