CME Pit-Traded Corn Future March 2013

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	535-0	520-6	-14-2	-2.7%	525-4
High	535-0	520-6	-14-2	-2.7%	534-4
Low	535-0	519-0	-16-0	-3.0%	520-6
Close	535-0	519-0	-16-0	-3.0%	521-0
Range	0-0	1-6	1-6		13-6
ATR	9-0	9-4	0-4	5.6%	0-0
Volume	10,586	9,440	-1,146	-10.8%	26,721

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	524-7	523-5	520-0
R3	523-1	521-7	519-4
R2	521-3	521-3	519-3
R1	520-1	520-1	519-1	519-7
PP	519-5	519-5	519-5	519-4
S1	518-3	518-3	518-7	518-1
S2	517-7	517-7	518-5
S3	516-1	516-5	518-4
S4	514-3	514-7	518-0

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	566-5	557-5	528-4
R3	552-7	543-7	524-6
R2	539-1	539-1	523-4
R1	530-1	530-1	522-2	527-6
PP	525-3	525-3	525-3	524-2
S1	516-3	516-3	519-6	514-0
S2	511-5	511-5	518-4
S3	497-7	502-5	517-2
S4	484-1	488-7	513-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	535-0	519-0	16-0	3.1%	3-4	0.7%	0%	False	True	8,682
10	537-0	519-0	18-0	3.5%	3-4	0.7%	0%	False	True	7,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	528-2
2.618	525-3
1.618	523-5
1.000	522-4
0.618	521-7
HIGH	520-6
0.618	520-1
0.500	519-7
0.382	519-5
LOW	519-0
0.618	517-7
1.000	517-2
1.618	516-1
2.618	514-3
4.250	511-4

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	519-7	527-0
PP	519-5	524-3
S1	519-2	521-5

Download as Excel Spreadsheet

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

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