CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	382-2	379-6	-2-4	-0.7%	386-2
High	382-2	379-6	-2-4	-0.7%	397-0
Low	378-2	378-0	-0-2	-0.1%	384-4
Close	378-4	377-4	-1-0	-0.3%	393-4
Range	4-0	1-6	-2-2	-56.3%	12-4
ATR	6-0	5-5	-0-2	-5.0%	0-0
Volume	3,180	3,596	416	13.1%	22,935

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	383-5	382-3	378-4
R3	381-7	380-5	378-0
R2	380-1	380-1	377-7
R1	378-7	378-7	377-5	378-5
PP	378-3	378-3	378-3	378-2
S1	377-1	377-1	377-3	376-7
S2	376-5	376-5	377-1
S3	374-7	375-3	377-0
S4	373-1	373-5	376-4

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	378-0	21-2	5.6%	4-7	1.3%	-2%	False	True	4,895
10	399-2	378-0	21-2	5.6%	4-0	1.1%	-2%	False	True	5,036
20	406-0	367-6	38-2	10.1%	4-0	1.1%	25%	False	False	4,419

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	387-2
2.618	384-3
1.618	382-5
1.000	381-4
0.618	380-7
HIGH	379-6
0.618	379-1
0.500	378-7
0.382	378-5
LOW	378-0
0.618	376-7
1.000	376-2
1.618	375-1
2.618	373-3
4.250	370-4

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	378-7	381-1
PP	378-3	379-7
S1	378-0	378-6

Download as Excel Spreadsheet

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

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