CME Pit-Traded Corn Future March 2012

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	681-0	692-0	11-0	1.6%	671-2
High	690-0	705-0	15-0	2.2%	695-0
Low	680-0	692-0	12-0	1.8%	667-4
Close	691-0	705-4	14-4	2.1%	695-0
Range	10-0	13-0	3-0	30.0%	27-4
ATR	14-3	14-2	0-0	-0.2%	0-0
Volume	2,939	4,521	1,582	53.8%	26,388

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	739-7	735-5	712-5
R3	726-7	722-5	709-1
R2	713-7	713-7	707-7
R1	709-5	709-5	706-6	711-6
PP	700-7	700-7	700-7	701-7
S1	696-5	696-5	704-2	698-6
S2	687-7	687-7	703-1
S3	674-7	683-5	701-7
S4	661-7	670-5	698-3

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	768-3	759-1	710-1
R3	740-7	731-5	702-4
R2	713-3	713-3	700-0
R1	704-1	704-1	697-4	708-6
PP	685-7	685-7	685-7	688-1
S1	676-5	676-5	692-4	681-2
S2	658-3	658-3	690-0
S3	630-7	649-1	687-4
S4	603-3	621-5	679-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	705-0	679-0	26-0	3.7%	10-4	1.5%	102%	True	False	4,142
10	705-0	665-0	40-0	5.7%	12-3	1.8%	101%	True	False	4,638
20	705-0	631-6	73-2	10.4%	13-0	1.8%	101%	True	False	4,712

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	1-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	760-2
2.618	739-0
1.618	726-0
1.000	718-0
0.618	713-0
HIGH	705-0
0.618	700-0
0.500	698-4
0.382	697-0
LOW	692-0
0.618	684-0
1.000	679-0
1.618	671-0
2.618	658-0
4.250	636-6

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	703-1	701-0
PP	700-7	696-4
S1	698-4	692-0

Download as Excel Spreadsheet

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

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