CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	398-0	383-0	-15-0	-3.8%	386-2
High	399-2	384-2	-15-0	-3.8%	397-0
Low	387-6	383-0	-4-6	-1.2%	384-4
Close	387-4	385-0	-2-4	-0.6%	393-4
Range	11-4	1-2	-10-2	-89.1%	12-4
ATR	6-0	5-7	-0-1	-1.8%	0-0
Volume	5,742	5,854	112	2.0%	22,935

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	387-7	387-5	385-6
R3	386-5	386-3	385-3
R2	385-3	385-3	385-2
R1	385-1	385-1	385-1	385-2
PP	384-1	384-1	384-1	384-1
S1	383-7	383-7	384-7	384-0
S2	382-7	382-7	384-6
S3	381-5	382-5	384-5
S4	380-3	381-3	384-2

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	399-2	383-0	16-2	4.2%	5-0	1.3%	12%	False	True	5,485
10	399-2	371-4	27-6	7.2%	3-7	1.0%	49%	False	False	5,529
20	406-0	367-6	38-2	9.9%	4-0	1.0%	45%	False	False	4,399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	389-4
2.618	387-4
1.618	386-2
1.000	385-4
0.618	385-0
HIGH	384-2
0.618	383-6
0.500	383-5
0.382	383-4
LOW	383-0
0.618	382-2
1.000	381-6
1.618	381-0
2.618	379-6
4.250	377-6

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	384-4	391-1
PP	384-1	389-1
S1	383-5	387-0

Download as Excel Spreadsheet

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

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