CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	367-6	371-4	3-6	1.0%	392-4
High	372-0	373-2	1-2	0.3%	392-4
Low	367-6	371-4	3-6	1.0%	373-0
Close	369-6	372-0	2-2	0.6%	372-4
Range	4-2	1-6	-2-4	-58.8%	19-4
ATR	6-2	6-0	-0-2	-3.1%	0-0
Volume	5,024	6,064	1,040	20.7%	11,878

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	377-4	376-4	373-0
R3	375-6	374-6	372-4
R2	374-0	374-0	372-3
R1	373-0	373-0	372-1	373-4
PP	372-2	372-2	372-2	372-4
S1	371-2	371-2	371-7	371-6
S2	370-4	370-4	371-5
S3	368-6	369-4	371-4
S4	367-0	367-6	371-0

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	384-6	367-6	17-0	4.6%	2-6	0.7%	25%	False	False	4,204
10	406-0	367-6	38-2	10.3%	3-7	1.1%	11%	False	False	3,697
20	410-0	367-6	42-2	11.4%	3-7	1.0%	10%	False	False	3,609

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 3 trading days

Fibonacci Retracements and Extensions
4.250	380-6
2.618	377-7
1.618	376-1
1.000	375-0
0.618	374-3
HIGH	373-2
0.618	372-5
0.500	372-3
0.382	372-1
LOW	371-4
0.618	370-3
1.000	369-6
1.618	368-5
2.618	366-7
4.250	364-0

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	372-3	371-4
PP	372-2	371-0
S1	372-1	370-4

Download as Excel Spreadsheet

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

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