CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	388-4	392-4	4-0	1.0%	369-4
High	393-0	392-6	-0-2	-0.1%	384-0
Low	388-4	391-0	2-4	0.6%	367-6
Close	390-2	391-2	1-0	0.3%	384-2
Range	4-4	1-6	-2-6	-61.1%	16-2
ATR	5-6	5-4	-0-2	-4.0%	0-0
Volume	5,028	4,696	-332	-6.6%	29,284

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	396-7	395-7	392-2
R3	395-1	394-1	391-6
R2	393-3	393-3	391-5
R1	392-3	392-3	391-3	392-0
PP	391-5	391-5	391-5	391-4
S1	390-5	390-5	391-1	390-2
S2	389-7	389-7	390-7
S3	388-1	388-7	390-6
S4	386-3	387-1	390-2

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	379-2	13-6	3.5%	3-2	0.8%	87%	False	False	5,177
10	393-0	367-6	25-2	6.5%	2-6	0.7%	93%	False	False	4,891
20	406-0	367-6	38-2	9.8%	3-5	0.9%	61%	False	False	4,122

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

Fibonacci Retracements and Extensions
4.250	400-2
2.618	397-3
1.618	395-5
1.000	394-4
0.618	393-7
HIGH	392-6
0.618	392-1
0.500	391-7
0.382	391-5
LOW	391-0
0.618	389-7
1.000	389-2
1.618	388-1
2.618	386-3
4.250	383-4

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	391-7	390-3
PP	391-5	389-5
S1	391-4	388-6

Download as Excel Spreadsheet

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

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