CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	392-4	391-0	-1-4	-0.4%	386-2
High	392-6	397-0	4-2	1.1%	397-0
Low	391-0	391-0	0-0	0.0%	384-4
Close	391-2	393-4	2-2	0.6%	393-4
Range	1-6	6-0	4-2	242.9%	12-4
ATR	5-4	5-5	0-0	0.6%	0-0
Volume	4,696	6,105	1,409	30.0%	22,935

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	411-7	408-5	396-6
R3	405-7	402-5	395-1
R2	399-7	399-7	394-5
R1	396-5	396-5	394-0	398-2
PP	393-7	393-7	393-7	394-5
S1	390-5	390-5	393-0	392-2
S2	387-7	387-7	392-3
S3	381-7	384-5	391-7
S4	375-7	378-5	390-2

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	429-1	423-7	400-3
R3	416-5	411-3	397-0
R2	404-1	404-1	395-6
R1	398-7	398-7	394-5	401-4
PP	391-5	391-5	391-5	393-0
S1	386-3	386-3	392-3	389-0
S2	379-1	379-1	391-2
S3	366-5	373-7	390-0
S4	354-1	361-3	386-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	397-0	384-4	12-4	3.2%	3-4	0.9%	72%	True	False	4,587
10	397-0	367-6	29-2	7.4%	3-2	0.8%	88%	True	False	5,221
20	406-0	367-6	38-2	9.7%	3-6	1.0%	67%	False	False	4,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	422-4
2.618	412-6
1.618	406-6
1.000	403-0
0.618	400-6
HIGH	397-0
0.618	394-6
0.500	394-0
0.382	393-2
LOW	391-0
0.618	387-2
1.000	385-0
1.618	381-2
2.618	375-2
4.250	365-4

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	394-0	393-2
PP	393-7	393-0
S1	393-5	392-6

Download as Excel Spreadsheet

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

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