CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	386-4	388-4	2-0	0.5%	369-4
High	388-0	393-0	5-0	1.3%	384-0
Low	384-4	388-4	4-0	1.0%	367-6
Close	388-0	390-2	2-2	0.6%	384-2
Range	3-4	4-4	1-0	28.6%	16-2
ATR	5-7	5-6	0-0	-1.0%	0-0
Volume	3,538	5,028	1,490	42.1%	29,284

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	404-1	401-5	392-6
R3	399-5	397-1	391-4
R2	395-1	395-1	391-1
R1	392-5	392-5	390-5	393-7
PP	390-5	390-5	390-5	391-2
S1	388-1	388-1	389-7	389-3
S2	386-1	386-1	389-3
S3	381-5	383-5	389-0
S4	377-1	379-1	387-6

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	393-0	377-2	15-6	4.0%	3-3	0.9%	83%	True	False	5,366
10	393-0	367-6	25-2	6.5%	3-1	0.8%	89%	True	False	4,785
20	406-0	367-6	38-2	9.8%	3-5	0.9%	59%	False	False	3,981

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	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	412-1
2.618	404-6
1.618	400-2
1.000	397-4
0.618	395-6
HIGH	393-0
0.618	391-2
0.500	390-6
0.382	390-2
LOW	388-4
0.618	385-6
1.000	384-0
1.618	381-2
2.618	376-6
4.250	369-3

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	390-6	389-6
PP	390-5	389-2
S1	390-3	388-6

Download as Excel Spreadsheet

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

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