CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	371-0	361-4	-9-4	-2.6%	398-0
High	371-0	362-0	-9-0	-2.4%	399-2
Low	366-0	356-6	-9-2	-2.5%	373-0
Close	366-0	357-4	-8-4	-2.3%	373-4
Range	5-0	5-2	0-2	5.0%	26-2
ATR	5-6	6-0	0-2	4.4%	0-0
Volume	2,351	4,508	2,157	91.7%	23,452

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	374-4	371-2	360-3
R3	369-2	366-0	359-0
R2	364-0	364-0	358-4
R1	360-6	360-6	358-0	359-6
PP	358-6	358-6	358-6	358-2
S1	355-4	355-4	357-0	354-4
S2	353-4	353-4	356-4
S3	348-2	350-2	356-0
S4	343-0	345-0	354-5

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	382-2	356-6	25-4	7.1%	4-1	1.1%	3%	False	True	3,743
10	399-2	356-6	42-4	11.9%	4-4	1.3%	2%	False	True	4,614
20	399-2	356-6	42-4	11.9%	3-7	1.1%	2%	False	True	4,603

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	0-2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	384-2
2.618	375-6
1.618	370-4
1.000	367-2
0.618	365-2
HIGH	362-0
0.618	360-0
0.500	359-3
0.382	358-6
LOW	356-6
0.618	353-4
1.000	351-4
1.618	348-2
2.618	343-0
4.250	334-4

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	359-3	367-1
PP	358-6	363-7
S1	358-1	360-6

Download as Excel Spreadsheet

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

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