CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	385-6	393-2	7-4	1.9%	371-0
High	398-0	398-2	0-2	0.1%	398-2
Low	384-0	393-2	9-2	2.4%	356-6
Close	396-6	396-4	-0-2	-0.1%	396-4
Range	14-0	5-0	-9-0	-64.3%	41-4
ATR	8-1	7-7	-0-2	-2.7%	0-0
Volume	13,421	10,753	-2,668	-19.9%	42,546

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	411-0	408-6	399-2
R3	406-0	403-6	397-7
R2	401-0	401-0	397-3
R1	398-6	398-6	397-0	399-7
PP	396-0	396-0	396-0	396-4
S1	393-6	393-6	396-0	394-7
S2	391-0	391-0	395-5
S3	386-0	388-6	395-1
S4	381-0	383-6	393-6

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	508-3	493-7	419-3
R3	466-7	452-3	407-7
R2	425-3	425-3	404-1
R1	410-7	410-7	400-2	418-1
PP	383-7	383-7	383-7	387-4
S1	369-3	369-3	392-6	376-5
S2	342-3	342-3	388-7
S3	300-7	327-7	385-1
S4	259-3	286-3	373-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	398-2	356-6	41-4	10.5%	7-6	2.0%	96%	True	False	8,509
10	399-2	356-6	42-4	10.7%	6-2	1.6%	94%	False	False	6,599
20	399-2	356-6	42-4	10.7%	4-6	1.2%	94%	False	False	5,910
40	410-0	356-6	53-2	13.4%	4-4	1.1%	75%	False	False	4,639

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	419-4
2.618	411-3
1.618	406-3
1.000	403-2
0.618	401-3
HIGH	398-2
0.618	396-3
0.500	395-6
0.382	395-1
LOW	393-2
0.618	390-1
1.000	388-2
1.618	385-1
2.618	380-1
4.250	372-0

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	396-2	393-5
PP	396-0	390-7
S1	395-6	388-0

Download as Excel Spreadsheet

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

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