CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	379-0	379-6	0-6	0.2%	369-4
High	380-0	384-0	4-0	1.1%	384-0
Low	377-2	379-2	2-0	0.5%	367-6
Close	377-4	384-2	6-6	1.8%	384-2
Range	2-6	4-6	2-0	72.7%	16-2
ATR	6-1	6-1	0-0	0.4%	0-0
Volume	5,641	9,057	3,416	60.6%	29,284

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	396-6	395-2	386-7
R3	392-0	390-4	385-4
R2	387-2	387-2	385-1
R1	385-6	385-6	384-5	386-4
PP	382-4	382-4	382-4	382-7
S1	381-0	381-0	383-7	381-6
S2	377-6	377-6	383-3
S3	373-0	376-2	383-0
S4	368-2	371-4	381-5

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	427-3	422-1	393-2
R3	411-1	405-7	388-6
R2	394-7	394-7	387-2
R1	389-5	389-5	385-6	392-2
PP	378-5	378-5	378-5	380-0
S1	373-3	373-3	382-6	376-0
S2	362-3	362-3	381-2
S3	346-1	357-1	379-6
S4	329-7	340-7	375-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	384-0	367-6	16-2	4.2%	3-1	0.8%	102%	True	False	5,856
10	404-0	367-6	36-2	9.4%	4-1	1.1%	46%	False	False	4,474
20	406-0	367-6	38-2	10.0%	3-4	0.9%	43%	False	False	3,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	404-2
2.618	396-3
1.618	391-5
1.000	388-6
0.618	386-7
HIGH	384-0
0.618	382-1
0.500	381-5
0.382	381-1
LOW	379-2
0.618	376-3
1.000	374-4
1.618	371-5
2.618	366-7
4.250	359-0

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	383-3	382-1
PP	382-4	379-7
S1	381-5	377-6

Download as Excel Spreadsheet

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

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