CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	392-4	387-4	-5-0	-1.3%	396-4
High	392-4	387-4	-5-0	-1.3%	406-0
Low	388-0	382-0	-6-0	-1.5%	393-4
Close	388-2	383-2	-5-0	-1.3%	392-6
Range	4-4	5-4	1-0	22.2%	12-4
ATR	6-2	6-2	0-0	0.0%	0-0
Volume	2,341	3,101	760	32.5%	14,679

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	400-6	397-4	386-2
R3	395-2	392-0	384-6
R2	389-6	389-6	384-2
R1	386-4	386-4	383-6	385-3
PP	384-2	384-2	384-2	383-6
S1	381-0	381-0	382-6	379-7
S2	378-6	378-6	382-2
S3	373-2	375-4	381-6
S4	367-6	370-0	380-2

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	382-0	24-0	6.3%	5-1	1.3%	5%	False	True	3,190
10	406-0	382-0	24-0	6.3%	4-2	1.1%	5%	False	True	3,177
20	410-0	382-0	28-0	7.3%	4-6	1.2%	4%	False	True	3,431

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	0-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	410-7
2.618	401-7
1.618	396-3
1.000	393-0
0.618	390-7
HIGH	387-4
0.618	385-3
0.500	384-6
0.382	384-1
LOW	382-0
0.618	378-5
1.000	376-4
1.618	373-1
2.618	367-5
4.250	358-5

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	384-6	393-0
PP	384-2	389-6
S1	383-6	386-4

Download as Excel Spreadsheet

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

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