CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	377-2	371-0	-6-2	-1.7%	398-0
High	377-4	371-0	-6-4	-1.7%	399-2
Low	373-0	366-0	-7-0	-1.9%	373-0
Close	373-4	366-0	-7-4	-2.0%	373-4
Range	4-4	5-0	0-4	11.1%	26-2
ATR	5-5	5-6	0-1	2.5%	0-0
Volume	5,080	2,351	-2,729	-53.7%	23,452

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	382-5	379-3	368-6
R3	377-5	374-3	367-3
R2	372-5	372-5	366-7
R1	369-3	369-3	366-4	368-4
PP	367-5	367-5	367-5	367-2
S1	364-3	364-3	365-4	363-4
S2	362-5	362-5	365-1
S3	357-5	359-3	364-5
S4	352-5	354-3	363-2

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	460-5	443-3	388-0
R3	434-3	417-1	380-6
R2	408-1	408-1	378-2
R1	390-7	390-7	375-7	386-3
PP	381-7	381-7	381-7	379-6
S1	364-5	364-5	371-1	360-1
S2	355-5	355-5	368-6
S3	329-3	338-3	366-2
S4	303-1	312-1	359-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	384-2	366-0	18-2	5.0%	3-2	0.9%	0%	False	True	4,012
10	399-2	366-0	33-2	9.1%	4-3	1.2%	0%	False	True	4,517
20	399-2	366-0	33-2	9.1%	3-7	1.0%	0%	False	True	4,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	392-2
2.618	384-1
1.618	379-1
1.000	376-0
0.618	374-1
HIGH	371-0
0.618	369-1
0.500	368-4
0.382	367-7
LOW	366-0
0.618	362-7
1.000	361-0
1.618	357-7
2.618	352-7
4.250	344-6

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	368-4	372-7
PP	367-5	370-5
S1	366-7	368-2

Download as Excel Spreadsheet

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

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