CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	382-0	373-0	-9-0	-2.4%	392-4
High	384-6	373-4	-11-2	-2.9%	392-4
Low	379-4	373-0	-6-4	-1.7%	373-0
Close	383-4	372-4	-11-0	-2.9%	372-4
Range	5-2	0-4	-4-6	-90.5%	19-4
ATR	6-2	6-4	0-2	5.0%	0-0
Volume	3,634	2,802	-832	-22.9%	11,878

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	374-4	374-0	372-6
R3	374-0	373-4	372-5
R2	373-4	373-4	372-5
R1	373-0	373-0	372-4	373-0
PP	373-0	373-0	373-0	373-0
S1	372-4	372-4	372-4	372-4
S2	372-4	372-4	372-3
S3	372-0	372-0	372-3
S4	371-4	371-4	372-2

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	437-7	424-5	383-2
R3	418-3	405-1	377-7
R2	398-7	398-7	376-1
R1	385-5	385-5	374-2	382-4
PP	379-3	379-3	379-3	377-6
S1	366-1	366-1	370-6	363-0
S2	359-7	359-7	368-7
S3	340-3	346-5	367-1
S4	320-7	327-1	361-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	404-0	373-0	31-0	8.3%	5-2	1.4%	-2%	False	True	3,093
10	406-0	373-0	33-0	8.9%	4-2	1.1%	-2%	False	True	3,221
20	410-0	373-0	37-0	9.9%	4-2	1.1%	-1%	False	True	3,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	375-5
2.618	374-6
1.618	374-2
1.000	374-0
0.618	373-6
HIGH	373-4
0.618	373-2
0.500	373-2
0.382	373-2
LOW	373-0
0.618	372-6
1.000	372-4
1.618	372-2
2.618	371-6
4.250	370-7

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	373-2	380-2
PP	373-0	377-5
S1	372-6	375-1

Download as Excel Spreadsheet

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

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