CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	387-4	382-0	-5-4	-1.4%	396-4
High	387-4	384-6	-2-6	-0.7%	406-0
Low	382-0	379-4	-2-4	-0.7%	393-4
Close	383-2	383-4	0-2	0.1%	392-6
Range	5-4	5-2	-0-2	-4.5%	12-4
ATR	6-2	6-2	-0-1	-1.2%	0-0
Volume	3,101	3,634	533	17.2%	14,679

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	398-3	396-1	386-3
R3	393-1	390-7	385-0
R2	387-7	387-7	384-4
R1	385-5	385-5	384-0	386-6
PP	382-5	382-5	382-5	383-1
S1	380-3	380-3	383-0	381-4
S2	377-3	377-3	382-4
S3	372-1	375-1	382-0
S4	366-7	369-7	380-5

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	379-4	26-4	6.9%	5-5	1.5%	15%	False	True	3,001
10	406-0	379-4	26-4	6.9%	4-4	1.2%	15%	False	True	3,353
20	410-0	379-4	30-4	8.0%	4-5	1.2%	13%	False	True	3,397

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	407-0
2.618	398-4
1.618	393-2
1.000	390-0
0.618	388-0
HIGH	384-6
0.618	382-6
0.500	382-1
0.382	381-4
LOW	379-4
0.618	376-2
1.000	374-2
1.618	371-0
2.618	365-6
4.250	357-2

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	383-0	386-0
PP	382-5	385-1
S1	382-1	384-3

Download as Excel Spreadsheet

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

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