CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	371-4	379-0	7-4	2.0%	392-4
High	373-2	380-0	6-6	1.8%	392-4
Low	371-4	377-2	5-6	1.5%	373-0
Close	372-0	377-4	5-4	1.5%	372-4
Range	1-6	2-6	1-0	57.1%	19-4
ATR	6-0	6-1	0-1	2.4%	0-0
Volume	6,064	5,641	-423	-7.0%	11,878

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	386-4	384-6	379-0
R3	383-6	382-0	378-2
R2	381-0	381-0	378-0
R1	379-2	379-2	377-6	378-6
PP	378-2	378-2	378-2	378-0
S1	376-4	376-4	377-2	376-0
S2	375-4	375-4	377-0
S3	372-6	373-6	376-6
S4	370-0	371-0	376-0

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	380-0	367-6	12-2	3.2%	2-2	0.6%	80%	True	False	4,605
10	406-0	367-6	38-2	10.1%	4-0	1.0%	25%	False	False	3,803
20	406-0	367-6	38-2	10.1%	3-5	1.0%	25%	False	False	3,649

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	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	391-6
2.618	387-2
1.618	384-4
1.000	382-6
0.618	381-6
HIGH	380-0
0.618	379-0
0.500	378-5
0.382	378-2
LOW	377-2
0.618	375-4
1.000	374-4
1.618	372-6
2.618	370-0
4.250	365-4

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	378-5	376-2
PP	378-2	375-1
S1	377-7	373-7

Download as Excel Spreadsheet

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

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